+247.2%
AMAT vs ETN
+167.9%
+79.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.9% | +1.2% |
| 7D | -1.5% | +2.0% | -3.5% | -3.2% |
| 30D | -14.8% | -7.9% | -6.9% | -8.2% |
| 3M | -9.3% | -1.6% | -7.7% | -6.8% |
| 6M | +27.4% | +16.9% | +10.5% | +13.1% |
| YTD | +77.6% | +30.1% | +47.5% | +43.1% |
| 1Y | +188.9% | +19.3% | +169.6% | +150.7% |
| 3Y | +202.3% | +82.5% | +119.8% | +74.8% |
| All | +247.2% | +167.9% | +79.4% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling