+25.9%
APH vs ETHA
-30.3%
+56.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.1% | -46.7% | -47.6% |
| 7D | -48.7% | -1.9% | -46.9% | -48.5% |
| 30D | -51.9% | +27.9% | -79.8% | -54.0% |
| 3M | -43.6% | +38.3% | -81.9% | -46.9% |
| 6M | -37.5% | +14.0% | -51.5% | -39.4% |
| YTD | -38.6% | -17.4% | -21.2% | -37.7% |
| 1Y | -26.3% | -42.7% | +16.3% | -21.5% |
| All | +25.9% | -30.3% | +56.3% | +19.9% |
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