-41.1%
ETHA vs ABCL
+189.1%
-230.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.5% | -2.7% |
| 7D | -10.3% | +4.4% | -14.7% | -11.2% |
| 30D | -19.7% | -7.9% | -11.8% | -18.7% |
| 3M | +7.2% | +12.2% | -5.0% | +3.6% |
| 6M | -11.9% | +134.7% | -146.7% | -32.5% |
| YTD | -32.3% | +239.8% | -272.1% | -59.8% |
| 1Y | -41.1% | +192.7% | -233.8% | -60.0% |
| All | -41.1% | +189.1% | -230.2% | -60.0% |
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