-42.1%
ETHA vs APA
+67.8%
-109.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.6% |
| 7D | -10.3% | +9.6% | -19.9% | -11.9% |
| 30D | -19.7% | -0.2% | -19.4% | -19.9% |
| 3M | +7.2% | +19.8% | -12.6% | +2.2% |
| 6M | -11.9% | +30.1% | -42.0% | -18.4% |
| YTD | -32.3% | +100.4% | -132.7% | -47.4% |
| 1Y | -41.1% | +105.2% | -146.3% | -54.7% |
| All | -42.1% | +67.8% | -109.9% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling