+388.1%
APP vs ETHA
-44.8%
+432.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.3% | +5.0% |
| 7D | +4.6% | -12.5% | +17.1% | +9.2% |
| 30D | +56.0% | -19.8% | +75.8% | +67.0% |
| 3M | +30.8% | +3.1% | +27.7% | +26.4% |
| 6M | -9.8% | -13.8% | +4.0% | -7.6% |
| YTD | -39.3% | -34.6% | -4.7% | -33.1% |
| 1Y | -26.4% | -38.7% | +12.3% | -17.7% |
| All | +388.1% | -44.8% | +432.9% | +406.3% |
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