+5.9%
ETHA vs AMRZ
-20.3%
+26.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -2.4% | -8.1% | +5.7% | -0.8% |
| 30D | +30.9% | -14.8% | +45.7% | +35.0% |
| 3M | +51.1% | -19.7% | +70.9% | +57.0% |
| 6M | +20.5% | -30.8% | +51.3% | +28.6% |
| YTD | -17.3% | -24.3% | +7.0% | -14.0% |
| 1Y | -43.2% | -24.0% | -19.2% | -41.8% |
| All | +5.9% | -20.3% | +26.2% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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