-28.7%
ETHA vs ABCL
+281.3%
-310.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.7% | +1.4% | +1.3% | +2.3% |
| 30D | +29.4% | +65.1% | -35.7% | +8.6% |
| 3M | +47.2% | +111.1% | -63.9% | +10.8% |
| 6M | +25.4% | +231.6% | -206.2% | -21.9% |
| YTD | -16.5% | +234.5% | -251.0% | -49.3% |
| 1Y | -42.3% | +174.3% | -216.7% | -62.9% |
| All | -28.7% | +281.3% | -310.0% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling