-29.3%
ETHA vs ATI
+236.9%
-266.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +1.3% |
| 7D | -2.4% | -2.7% | +0.3% | -1.5% |
| 30D | +30.9% | -13.5% | +44.4% | +38.0% |
| 3M | +51.1% | +8.5% | +42.6% | +43.1% |
| 6M | +20.5% | +25.2% | -4.7% | +5.9% |
| YTD | -17.3% | +73.4% | -90.7% | -37.5% |
| 1Y | -43.2% | +160.5% | -203.7% | -64.7% |
| All | -29.3% | +236.9% | -266.2% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling