-0.8%
AMT vs ETHA
-44.8%
+44.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +0.9% |
| 7D | +1.5% | -12.5% | +14.0% | +1.4% |
| 30D | +6.8% | -19.8% | +26.6% | +6.6% |
| 3M | +11.2% | +3.1% | +8.1% | +11.3% |
| 6M | +12.5% | -13.8% | +26.3% | +12.5% |
| YTD | +12.5% | -34.6% | +47.1% | +12.6% |
| 1Y | +10.1% | -38.7% | +48.8% | +10.1% |
| All | -0.8% | -44.8% | +44.0% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling