+1,370.8%
AMAT vs ETN
+548.8%
+822.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.5% |
| 7D | -2.5% | -9.3% | +6.8% | +5.9% |
| 30D | -26.5% | -17.3% | -9.2% | -13.8% |
| 3M | -28.6% | -20.1% | -8.4% | -13.9% |
| 6M | -14.2% | -11.3% | -3.0% | -3.7% |
| YTD | +45.5% | +12.5% | +33.0% | +35.2% |
| 1Y | +59.3% | -5.6% | +65.0% | +70.0% |
| 3Y | +153.1% | +65.6% | +87.5% | +71.8% |
| 5Y | +158.2% | +122.4% | +35.7% | +37.5% |
| 10Y | +1,370.8% | +531.4% | +839.3% | +305.7% |
| All | +1,370.8% | +548.8% | +822.0% | +305.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling