+137,736.4%
AMAT vs ETN
+20,051.4%
+117,685.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.9% | +2.1% |
| 7D | -1.5% | +2.0% | -3.5% | -2.7% |
| 30D | -14.8% | -7.9% | -6.9% | -10.2% |
| 3M | -9.3% | -1.6% | -7.7% | -7.0% |
| 6M | +27.4% | +16.9% | +10.5% | +18.1% |
| YTD | +77.6% | +30.1% | +47.5% | +53.9% |
| 1Y | +188.9% | +19.3% | +169.6% | +164.6% |
| 3Y | +202.3% | +82.5% | +119.8% | +114.2% |
| 5Y | +248.9% | +166.8% | +82.1% | +99.0% |
| 10Y | +1,585.2% | +649.7% | +935.5% | +429.7% |
| All | +137,736.4% | +20,051.4% | +117,685.0% | +7,549.1% |
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 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