-29.2%
ETHA vs AMCR
-4.1%
-25.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.5% |
| 7D | +2.9% | -6.3% | +9.2% | +6.1% |
| 30D | +31.4% | -7.1% | +38.5% | +36.0% |
| 3M | +48.9% | +12.7% | +36.2% | +40.0% |
| 6M | +20.9% | +5.2% | +15.7% | +17.2% |
| YTD | -17.2% | +8.1% | -25.2% | -22.0% |
| 1Y | -42.8% | +11.7% | -54.5% | -47.7% |
| All | -29.2% | -4.1% | -25.1% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling