-28.7%
ETHA vs AMDL
+280.5%
-309.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.7% | -10.6% | -1.3% |
| 7D | +2.7% | +19.9% | -17.3% | -1.3% |
| 30D | +29.4% | +6.3% | +23.1% | +26.5% |
| 3M | +47.2% | -9.9% | +57.1% | +41.0% |
| 6M | +25.4% | +394.3% | -368.9% | -27.6% |
| YTD | -16.5% | +257.3% | -273.8% | -49.6% |
| 1Y | -42.3% | +508.5% | -550.9% | -72.0% |
| All | -28.7% | +280.5% | -309.2% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling