+119,660.7%
AMAT vs ETN
+17,642.1%
+102,018.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.2% | +4.9% |
| 7D | +7.0% | +2.4% | +4.5% | +6.0% |
| 30D | -20.6% | -15.2% | -5.4% | -11.4% |
| 3M | -24.8% | -21.2% | -3.5% | -12.0% |
| 6M | -10.7% | -13.5% | +2.7% | -0.1% |
| YTD | +54.3% | +14.5% | +39.8% | +45.6% |
| 1Y | +73.7% | -0.9% | +74.6% | +79.2% |
| 3Y | +168.4% | +68.6% | +99.8% | +102.1% |
| 5Y | +167.6% | +129.0% | +38.5% | +68.8% |
| 10Y | +1,425.2% | +556.1% | +869.1% | +426.3% |
| All | +119,660.7% | +17,642.1% | +102,018.7% | +7,138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling