-13.8%
ETHA vs ALM
-62.1%
+48.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.1% | -5.1% |
| 7D | -12.5% | +1.2% | -13.8% | -13.0% |
| 30D | -19.8% | -19.3% | -0.5% | -15.9% |
| 3M | +3.1% | -40.6% | +43.8% | +15.3% |
| 6M | -13.8% | -57.9% | +44.1% | +4.0% |
| All | -13.8% | -62.1% | +48.3% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling