-9.0%
AMT vs ETHA
-27.9%
+19.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +2.8% |
| 7D | +1.1% | +3.5% | -2.3% | +1.2% |
| 30D | +4.4% | +35.3% | -31.0% | +4.7% |
| 3M | -5.2% | +50.9% | -56.0% | -4.8% |
| 6M | -0.8% | +22.1% | -22.9% | -0.5% |
| YTD | +3.3% | -14.6% | +17.9% | +3.5% |
| 1Y | -6.0% | -42.8% | +36.8% | -6.4% |
| All | -9.0% | -27.9% | +19.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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