-29.4%
ETHA vs ARMK
+75.3%
-104.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.2% |
| 7D | +0.8% | -2.4% | +3.2% | +2.1% |
| 30D | +27.9% | 0.0% | +27.9% | +27.1% |
| 3M | +38.3% | +6.7% | +31.7% | +31.9% |
| 6M | +14.0% | +38.8% | -24.8% | -8.9% |
| YTD | -17.4% | +55.2% | -72.6% | -39.7% |
| 1Y | -42.7% | +46.6% | -89.3% | -56.4% |
| All | -29.4% | +75.3% | -104.7% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling