-11.5%
AMT vs ETHA
-30.2%
+18.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.7% | -2.4% | -0.3% | -2.7% |
| 30D | +2.0% | +30.9% | -28.9% | +2.3% |
| 3M | -9.3% | +51.1% | -60.4% | -8.9% |
| 6M | -5.2% | +20.5% | -25.8% | -4.9% |
| YTD | +0.5% | -17.3% | +17.7% | +0.7% |
| 1Y | -7.3% | -43.2% | +36.0% | -7.7% |
| All | -11.5% | -30.2% | +18.7% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling