+150.8%
APH vs ETHA
-29.6%
+180.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +0.2% | +2.7% | -2.5% | -0.3% |
| 30D | -3.3% | +29.4% | -32.7% | -7.8% |
| 3M | +14.0% | +47.2% | -33.1% | +6.0% |
| 6M | +24.4% | +25.4% | -1.0% | +18.4% |
| YTD | +21.4% | -16.5% | +38.0% | +22.8% |
| 1Y | +48.9% | -42.3% | +91.3% | +58.1% |
| All | +150.8% | -29.6% | +180.4% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling