-10.2%
AMT vs ETHA
-30.1%
+19.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.2% |
| 7D | +1.5% | +2.9% | -1.5% | +1.5% |
| 30D | +3.7% | +31.4% | -27.7% | +4.0% |
| 3M | -7.2% | +48.9% | -56.1% | -6.8% |
| 6M | -4.2% | +20.9% | -25.0% | -3.9% |
| YTD | +1.9% | -17.2% | +19.0% | +2.1% |
| 1Y | -6.4% | -42.8% | +36.4% | -6.8% |
| All | -10.2% | -30.1% | +19.9% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling