-11.9%
ETHA vs AMBA
-22.3%
+10.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.0% |
| 7D | -10.3% | +10.7% | -21.0% | -11.1% |
| 30D | -19.7% | -5.0% | -14.6% | -19.3% |
| 3M | +7.2% | -26.9% | +34.1% | +9.5% |
| 6M | -11.9% | -21.9% | +10.0% | -12.2% |
| All | -11.9% | -22.3% | +10.3% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling