-29.2%
ETHA vs AMDL
+303.6%
-332.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.8% | -2.0% |
| 7D | +2.9% | +29.0% | -26.0% | -2.5% |
| 30D | +31.4% | +19.1% | +12.3% | +25.5% |
| 3M | +48.9% | +1.8% | +47.1% | +38.9% |
| 6M | +20.9% | +374.4% | -353.5% | -29.1% |
| YTD | -17.2% | +278.9% | -296.1% | -50.6% |
| 1Y | -42.8% | +510.6% | -553.4% | -72.1% |
| All | -29.2% | +303.6% | -332.8% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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