-44.1%
ETHA vs AWK
+12.6%
-56.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -2.7% |
| 7D | -12.5% | +0.1% | -12.7% | -12.5% |
| 30D | -19.8% | +14.3% | -34.1% | -14.7% |
| 3M | +3.1% | +10.3% | -7.2% | +8.1% |
| 6M | -13.8% | +18.9% | -32.7% | -5.8% |
| YTD | -34.6% | +17.7% | -52.3% | -28.3% |
| 1Y | -38.7% | +16.9% | -55.6% | -32.8% |
| All | -44.1% | +12.6% | -56.7% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling