-29.2%
ETHA vs AWK
+5.0%
-34.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | +2.9% | +0.6% | +2.3% | +3.2% |
| 30D | +31.4% | +4.3% | +27.1% | +33.8% |
| 3M | +48.9% | +12.5% | +36.3% | +57.4% |
| 6M | +20.9% | +3.3% | +17.6% | +24.0% |
| YTD | -17.2% | +9.8% | -26.9% | -12.5% |
| 1Y | -42.8% | +2.9% | -45.7% | -41.2% |
| All | -29.2% | +5.0% | -34.2% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling