+264.0%
APP vs ETHA
-30.1%
+294.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -4.4% | +2.9% | -7.3% | -5.5% |
| 30D | -10.0% | +31.4% | -41.4% | -19.2% |
| 3M | -41.4% | +48.9% | -90.3% | -49.8% |
| 6M | -41.0% | +20.9% | -61.9% | -45.9% |
| YTD | -54.7% | -17.2% | -37.6% | -53.5% |
| 1Y | -45.3% | -42.8% | -2.6% | -37.5% |
| All | +264.0% | -30.1% | +294.1% | +251.8% |
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