-16.3%
AMAT vs ETN
-10.4%
-5.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.1% | +6.2% | +5.7% |
| 7D | -1.1% | -1.8% | +0.8% | 0.0% |
| 30D | -26.9% | -16.4% | -10.5% | -11.3% |
| 3M | -31.2% | -19.9% | -11.3% | -12.4% |
| All | -16.3% | -10.4% | -5.9% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling