-29.4%
ETHA vs AMDL
+240.8%
-270.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.2% | -11.8% | -4.5% |
| 7D | +0.8% | +4.5% | -3.7% | -0.2% |
| 30D | +27.9% | -4.4% | +32.3% | +27.9% |
| 3M | +38.3% | -30.5% | +68.8% | +40.2% |
| 6M | +14.0% | +300.9% | -286.9% | -30.8% |
| YTD | -17.4% | +219.9% | -237.4% | -48.9% |
| 1Y | -42.7% | +374.7% | -417.4% | -70.4% |
| All | -29.4% | +240.8% | -270.2% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling