-28.7%
ETHA vs APD
+25.6%
-54.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +2.7% | -2.5% | +5.2% | +3.6% |
| 30D | +29.4% | -1.9% | +31.3% | +30.1% |
| 3M | +47.2% | +8.2% | +38.9% | +41.5% |
| 6M | +25.4% | +10.7% | +14.6% | +18.5% |
| YTD | -16.5% | +22.9% | -39.5% | -26.1% |
| 1Y | -42.3% | +5.8% | -48.1% | -43.0% |
| All | -28.7% | +25.6% | -54.3% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling