-36.1%
ETHA vs AMBA
+1.9%
-38.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -2.9% |
| 7D | -0.2% | -7.2% | +7.1% | +2.3% |
| 30D | -13.4% | -10.4% | -3.0% | -10.4% |
| 3M | +16.5% | -30.1% | +46.6% | +30.0% |
| 6M | -5.3% | -22.4% | +17.1% | -5.6% |
| YTD | -25.2% | -17.3% | -7.9% | -29.0% |
| 1Y | -32.9% | -35.4% | +2.5% | -29.6% |
| All | -36.1% | +1.9% | -38.0% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling