-24.8%
ETHA vs ABCL
+138.2%
-163.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.6% |
| 7D | +2.1% | -10.0% | +12.1% | +3.8% |
| 30D | -10.7% | -10.9% | +0.2% | -9.2% |
| 3M | +29.0% | +101.6% | -72.7% | +10.2% |
| 6M | +2.7% | +167.5% | -164.9% | -21.7% |
| YTD | -18.7% | +259.1% | -277.7% | -47.1% |
| 1Y | -24.8% | +152.2% | -177.0% | -45.5% |
| All | -24.8% | +138.2% | -163.1% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling