+129.1%
APH vs ETHA
-36.9%
+166.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.3% |
| 7D | -5.9% | -0.2% | -5.8% | -5.9% |
| 30D | -14.8% | -13.4% | -1.4% | -12.6% |
| 3M | -12.4% | +16.5% | -28.9% | -14.9% |
| 6M | +8.1% | -5.3% | +13.4% | +8.4% |
| YTD | +10.9% | -25.2% | +36.2% | +14.3% |
| 1Y | +8.8% | -32.9% | +41.7% | +13.6% |
| All | +129.1% | -36.9% | +166.0% | +121.4% |
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