+190.8%
AMAT vs ETN
+22.0%
+168.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.2% | +1.1% |
| 7D | +7.0% | +8.0% | -1.0% | -1.2% |
| 30D | -12.2% | -5.9% | -6.3% | -6.6% |
| 3M | -3.8% | +5.0% | -8.8% | -7.8% |
| 6M | +45.9% | +22.4% | +23.5% | +22.5% |
| YTD | +84.6% | +33.6% | +51.0% | +41.3% |
| All | +190.8% | +22.0% | +168.8% | +150.7% |
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 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