-42.7%
ETHA vs APD
+6.0%
-48.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -2.7% |
| 7D | +0.8% | -2.2% | +3.0% | +0.6% |
| 30D | +27.9% | +2.1% | +25.8% | +28.1% |
| 3M | +38.3% | +7.2% | +31.1% | +39.5% |
| 6M | +14.0% | +11.2% | +2.7% | +15.4% |
| YTD | -17.4% | +24.4% | -41.8% | -15.6% |
| 1Y | -42.7% | +6.7% | -49.3% | -28.0% |
| All | -42.7% | +6.0% | -48.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling