-44.1%
ETHA vs ATI
+210.0%
-254.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -1.9% |
| 7D | -12.5% | +4.2% | -16.7% | -14.0% |
| 30D | -19.8% | -2.5% | -17.3% | -19.4% |
| 3M | +3.1% | -19.4% | +22.5% | +11.0% |
| 6M | -13.8% | +11.1% | -24.9% | -20.2% |
| YTD | -34.6% | +59.5% | -94.1% | -49.3% |
| 1Y | -38.7% | +85.8% | -124.5% | -55.8% |
| All | -44.1% | +210.0% | -254.1% | -70.9% |
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 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