-29.4%
ETHA vs ALM
+1,544.0%
-1,573.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | +0.8% | -2.6% | +3.4% | +1.2% |
| 30D | +27.9% | +32.0% | -4.1% | +22.8% |
| 3M | +38.3% | -15.0% | +53.4% | +40.1% |
| 6M | +14.0% | -10.1% | +24.1% | +13.1% |
| YTD | -17.4% | +99.4% | -116.9% | -25.6% |
| 1Y | -42.7% | +316.4% | -359.0% | -52.8% |
| All | -29.4% | +1,544.0% | -1,573.4% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling