-27.0%
ETHA vs ATI
+236.6%
-263.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | +3.5% | -5.6% | +9.1% | +5.8% |
| 30D | +35.3% | -13.7% | +49.1% | +42.8% |
| 3M | +50.9% | -0.4% | +51.2% | +48.6% |
| 6M | +22.1% | +26.2% | -4.1% | +6.9% |
| YTD | -14.6% | +73.2% | -87.8% | -35.5% |
| 1Y | -42.8% | +161.6% | -204.4% | -64.5% |
| All | -27.0% | +236.6% | -263.5% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling