-29.2%
ETHA vs AMP
+35.5%
-64.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.1% |
| 7D | +2.9% | 0.0% | +2.9% | +3.0% |
| 30D | +31.4% | -1.0% | +32.4% | +32.1% |
| 3M | +48.9% | +23.2% | +25.6% | +24.4% |
| 6M | +20.9% | +20.4% | +0.5% | +2.4% |
| YTD | -17.2% | +13.6% | -30.8% | -26.5% |
| 1Y | -42.8% | +13.4% | -56.1% | -49.1% |
| All | -29.2% | +35.5% | -64.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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