-29.2%
ETHA vs ATI
+249.7%
-278.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +2.9% | +2.4% | +0.5% | +1.9% |
| 30D | +31.4% | -9.5% | +40.9% | +36.1% |
| 3M | +48.9% | +10.4% | +38.5% | +40.2% |
| 6M | +20.9% | +31.8% | -10.9% | +4.0% |
| YTD | -17.2% | +80.0% | -97.1% | -38.3% |
| 1Y | -42.8% | +175.8% | -218.6% | -65.3% |
| All | -29.2% | +249.7% | -278.9% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling