-40.2%
ETHA vs AR
+24.5%
-64.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | -14.0% | +2.1% | -16.1% | -14.5% |
| 30D | -17.4% | +4.5% | -21.9% | -18.9% |
| 3M | +10.6% | +1.0% | +9.6% | +9.3% |
| 6M | -11.2% | +4.4% | -15.7% | -13.8% |
| YTD | -30.1% | +10.9% | -40.9% | -34.9% |
| 1Y | -39.6% | +8.6% | -48.2% | -43.3% |
| All | -40.2% | +24.5% | -64.7% | -48.9% |
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