-29.2%
ETHA vs AG
+244.7%
-273.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.2% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | +31.4% | +12.5% | +18.9% | +27.9% |
| 3M | +48.9% | +28.2% | +20.7% | +40.5% |
| 6M | +20.9% | -18.8% | +39.7% | +23.5% |
| YTD | -17.2% | +27.4% | -44.5% | -22.6% |
| 1Y | -42.8% | +132.2% | -175.0% | -52.5% |
| All | -29.2% | +244.7% | -273.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling