-44.1%
ETHA vs APD
+34.4%
-78.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -12.5% | +3.8% | -16.4% | -13.8% |
| 30D | -19.8% | +8.2% | -28.0% | -22.1% |
| 3M | +3.1% | +4.3% | -1.2% | +1.4% |
| 6M | -13.8% | +4.7% | -18.5% | -15.3% |
| YTD | -34.6% | +31.5% | -66.1% | -43.5% |
| 1Y | -38.7% | +23.5% | -62.2% | -45.4% |
| All | -44.1% | +34.4% | -78.5% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling