-29.4%
ETHA vs ALLY
+12.1%
-41.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.9% |
| 7D | +0.8% | +3.7% | -2.9% | -1.7% |
| 30D | +27.9% | -2.3% | +30.2% | +29.6% |
| 3M | +38.3% | +3.8% | +34.5% | +33.8% |
| 6M | +14.0% | +9.7% | +4.3% | +4.9% |
| YTD | -17.4% | -1.4% | -16.0% | -17.5% |
| 1Y | -42.7% | +8.2% | -50.9% | -46.9% |
| All | -29.4% | +12.1% | -41.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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