-29.4%
ETHA vs AG
+241.2%
-270.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -2.2% |
| 7D | +0.8% | +1.0% | -0.2% | +0.5% |
| 30D | +27.9% | +19.2% | +8.7% | +22.9% |
| 3M | +38.3% | +6.2% | +32.2% | +35.7% |
| 6M | +14.0% | -26.7% | +40.7% | +18.7% |
| YTD | -17.4% | +26.1% | -43.5% | -22.7% |
| 1Y | -42.7% | +131.7% | -174.3% | -52.3% |
| All | -29.4% | +241.2% | -270.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling