-29.4%
ETHA vs AR
+28.4%
-57.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | +0.8% | +2.5% | -1.7% | 0.0% |
| 30D | +27.9% | +14.8% | +13.1% | +22.1% |
| 3M | +38.3% | +6.2% | +32.1% | +35.0% |
| 6M | +14.0% | +4.3% | +9.7% | +10.5% |
| YTD | -17.4% | +14.4% | -31.8% | -23.2% |
| 1Y | -42.7% | +21.3% | -64.0% | -48.2% |
| All | -29.4% | +28.4% | -57.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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