-44.1%
ETHA vs ALM
+669.1%
-713.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.1% | -4.5% |
| 7D | -12.5% | +1.2% | -13.8% | -12.9% |
| 30D | -19.8% | -19.3% | -0.5% | -17.4% |
| 3M | +3.1% | -40.6% | +43.8% | +10.5% |
| 6M | -13.8% | -57.9% | +44.1% | -4.1% |
| YTD | -34.6% | -6.7% | -27.9% | -34.7% |
| 1Y | -38.7% | +20.2% | -58.9% | -40.9% |
| All | -44.1% | +669.1% | -713.2% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 5y: compounded portfolio wealth divided by compounded ALM 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…
5y analysis · Full analysis span regression · 6 months rolling