-29.2%
ETHA vs APA
+57.1%
-86.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.4% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +31.4% | +9.3% | +22.1% | +28.7% |
| 3M | +48.9% | +23.3% | +25.5% | +40.7% |
| 6M | +20.9% | +39.5% | -18.6% | +7.1% |
| YTD | -17.2% | +87.6% | -104.8% | -34.3% |
| 1Y | -42.8% | +114.2% | -157.0% | -57.1% |
| All | -29.2% | +57.1% | -86.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling