-27.0%
ETHA vs AWK
+3.0%
-30.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.8% | +2.6% |
| 7D | +3.5% | -2.1% | +5.6% | +2.5% |
| 30D | +35.3% | +2.1% | +33.3% | +36.5% |
| 3M | +50.9% | +11.4% | +39.5% | +58.8% |
| 6M | +22.1% | +3.9% | +18.2% | +25.6% |
| YTD | -14.6% | +7.7% | -22.3% | -10.4% |
| 1Y | -42.8% | +1.3% | -44.1% | -41.5% |
| All | -27.0% | +3.0% | -30.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling