-38.7%
ETHA vs APD
+25.0%
-63.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -12.5% | +3.8% | -16.4% | -11.8% |
| 30D | -19.8% | +8.2% | -28.0% | -18.2% |
| 3M | +3.1% | +4.3% | -1.2% | +4.5% |
| 6M | -13.8% | +4.7% | -18.5% | -12.4% |
| YTD | -34.6% | +31.5% | -66.1% | -27.7% |
| 1Y | -38.7% | +23.5% | -62.2% | -33.8% |
| All | -38.7% | +25.0% | -63.7% | -33.8% |
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