-27.0%
ETHA vs AMCR
-5.9%
-21.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +4.0% |
| 7D | +3.5% | -6.3% | +9.7% | +6.6% |
| 30D | +35.3% | -7.8% | +43.1% | +40.5% |
| 3M | +50.9% | +7.5% | +43.3% | +45.0% |
| 6M | +22.1% | +2.7% | +19.4% | +19.8% |
| YTD | -14.6% | +6.0% | -20.6% | -18.9% |
| 1Y | -42.8% | +7.8% | -50.6% | -46.6% |
| All | -27.0% | -5.9% | -21.1% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling