-42.8%
ETHA vs AMDL
+476.7%
-519.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.6% | +2.6% |
| 7D | +3.5% | +15.9% | -12.5% | +1.2% |
| 30D | +35.3% | +10.5% | +24.8% | +32.5% |
| 3M | +50.9% | -4.7% | +55.6% | +45.4% |
| 6M | +22.1% | +355.2% | -333.1% | -17.7% |
| YTD | -14.6% | +270.9% | -285.4% | -42.1% |
| 1Y | -42.8% | +499.5% | -542.3% | -62.4% |
| All | -42.8% | +476.7% | -519.5% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling