-28.7%
ETHA vs AWK
+5.1%
-33.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.0% |
| 7D | +2.7% | +2.2% | +0.5% | +3.6% |
| 30D | +29.4% | +4.4% | +24.9% | +31.8% |
| 3M | +47.2% | +15.4% | +31.8% | +57.4% |
| 6M | +25.4% | +3.5% | +21.9% | +28.7% |
| YTD | -16.5% | +9.8% | -26.3% | -11.8% |
| 1Y | -42.3% | +3.0% | -45.3% | -40.7% |
| All | -28.7% | +5.1% | -33.7% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling