-1.6%
AMT vs ETHA
-41.0%
+39.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -2.4% | -14.0% | +11.7% | -2.5% |
| 30D | +4.2% | -17.4% | +21.6% | +4.1% |
| 3M | +13.4% | +10.6% | +2.8% | +13.6% |
| 6M | +9.4% | -11.2% | +20.6% | +9.5% |
| YTD | +11.7% | -30.1% | +41.7% | +11.8% |
| 1Y | +7.1% | -39.6% | +46.8% | +7.0% |
| All | -1.6% | -41.0% | +39.4% | +3.1% |
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