-28.7%
ETHA vs AMBA
+10.5%
-39.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.8% |
| 7D | +2.7% | -6.4% | +9.1% | +4.9% |
| 30D | +29.4% | -26.8% | +56.2% | +43.4% |
| 3M | +47.2% | -7.6% | +54.8% | +42.2% |
| 6M | +25.4% | +21.2% | +4.2% | +2.3% |
| YTD | -16.5% | -10.4% | -6.2% | -22.4% |
| 1Y | -42.3% | -24.4% | -17.9% | -43.5% |
| All | -28.7% | +10.5% | -39.2% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling