+165.0%
AMAT vs ETN
+69.3%
+95.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.1% | +6.2% | +6.6% |
| 7D | -1.1% | -1.8% | +0.8% | +0.4% |
| 30D | -26.9% | -16.4% | -10.5% | -13.7% |
| 3M | -31.2% | -19.9% | -11.3% | -15.7% |
| 6M | -14.7% | -10.3% | -4.4% | -4.6% |
| YTD | +44.7% | +13.8% | +31.0% | +31.7% |
| 1Y | +62.0% | -3.1% | +65.0% | +68.7% |
| 3Y | +165.0% | +70.1% | +94.8% | +62.2% |
| All | +165.0% | +69.3% | +95.7% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling