-29.3%
ETHA vs ARMK
+75.3%
-104.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.4% | -0.9% | -1.5% | -1.9% |
| 30D | +30.9% | -5.9% | +36.8% | +35.0% |
| 3M | +51.1% | +6.7% | +44.4% | +44.2% |
| 6M | +20.5% | +42.5% | -22.0% | -5.4% |
| YTD | -17.3% | +55.1% | -72.4% | -39.5% |
| 1Y | -43.2% | +50.3% | -93.6% | -57.7% |
| All | -29.3% | +75.3% | -104.5% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ARMK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling