-29.3%
ETHA vs APA
+56.0%
-85.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | +30.9% | +9.6% | +21.3% | +28.1% |
| 3M | +51.1% | +18.0% | +33.1% | +44.6% |
| 6M | +20.5% | +41.9% | -21.4% | +6.1% |
| YTD | -17.3% | +86.3% | -103.6% | -34.2% |
| 1Y | -43.2% | +97.9% | -141.1% | -56.2% |
| All | -29.3% | +56.0% | -85.3% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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