-10.0%
AMT vs ETHA
-29.6%
+19.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.1% |
| 7D | -0.2% | +2.7% | -2.9% | -0.1% |
| 30D | +1.8% | +29.4% | -27.5% | +2.1% |
| 3M | -6.2% | +47.2% | -53.4% | -5.8% |
| 6M | -5.0% | +25.4% | -30.4% | -4.7% |
| YTD | +2.1% | -16.5% | +18.6% | +2.3% |
| 1Y | -5.7% | -42.3% | +36.6% | -6.1% |
| All | -10.0% | -29.6% | +19.6% | -5.6% |
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