-42.7%
ETHA vs ATI
+176.2%
-218.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.5% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +27.9% | +2.7% | +25.2% | +25.4% |
| 3M | +38.3% | +16.3% | +22.0% | +28.1% |
| 6M | +14.0% | +30.2% | -16.2% | -0.7% |
| YTD | -17.4% | +83.6% | -101.0% | -38.5% |
| 1Y | -42.7% | +173.0% | -215.7% | -62.9% |
| All | -42.7% | +176.2% | -218.9% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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