+272.3%
APP vs ETHA
-29.6%
+301.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -3.1% |
| 7D | +0.1% | +2.7% | -2.6% | -1.0% |
| 30D | -10.0% | +29.4% | -39.4% | -18.7% |
| 3M | -44.6% | +47.2% | -91.8% | -52.4% |
| 6M | -37.9% | +25.4% | -63.2% | -43.8% |
| YTD | -53.7% | -16.5% | -37.2% | -52.6% |
| 1Y | -43.0% | -42.3% | -0.6% | -35.0% |
| All | +272.3% | -29.6% | +301.9% | +258.9% |
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 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