-29.4%
ETHA vs ACM
-24.0%
-5.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.4% |
| 7D | +0.8% | -3.7% | +4.6% | +2.8% |
| 30D | +27.9% | -11.1% | +39.0% | +35.3% |
| 3M | +38.3% | -8.0% | +46.3% | +42.7% |
| 6M | +14.0% | -29.7% | +43.6% | +40.1% |
| YTD | -17.4% | -29.4% | +11.9% | -1.5% |
| 1Y | -42.7% | -46.4% | +3.8% | -11.0% |
| All | -29.4% | -24.0% | -5.4% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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