+61.4%
AMAT vs ETN
-1.0%
+62.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.9% | +6.6% | +6.4% |
| 7D | -11.2% | -10.1% | -1.1% | -2.1% |
| 30D | -31.9% | -18.4% | -13.5% | -17.2% |
| 3M | -32.3% | -20.4% | -11.9% | -15.7% |
| 6M | -5.4% | -16.0% | +10.6% | +11.8% |
| YTD | +44.3% | +11.8% | +32.5% | +29.3% |
| 1Y | +61.4% | -5.5% | +66.8% | +72.4% |
| All | +61.4% | -1.0% | +62.4% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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