+4.7%
AZN vs ETHA
-30.2%
+34.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.1% | -2.4% | -0.7% | -3.0% |
| 30D | +0.6% | +30.9% | -30.3% | -0.2% |
| 3M | -10.8% | +51.1% | -61.9% | -11.9% |
| 6M | -18.1% | +20.5% | -38.6% | -18.6% |
| YTD | -12.3% | -17.3% | +5.0% | -11.8% |
| 1Y | -0.2% | -43.2% | +43.0% | +1.3% |
| All | +4.7% | -30.2% | +34.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling