+8,732.2%
AMD vs ETN
+684.6%
+8,047.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.7% | +4.3% |
| 7D | +14.0% | +6.2% | +7.8% | +9.0% |
| 30D | +11.0% | -6.7% | +17.7% | +16.8% |
| 3M | +9.6% | +3.6% | +6.0% | +7.2% |
| 6M | +157.1% | +18.3% | +138.8% | +129.0% |
| YTD | +143.3% | +31.5% | +111.9% | +100.4% |
| 1Y | +234.4% | +20.6% | +213.9% | +195.0% |
| 3Y | +391.2% | +82.5% | +308.6% | +223.8% |
| 5Y | +390.9% | +177.8% | +213.1% | +145.6% |
| 10Y | +8,732.2% | +705.0% | +8,027.2% | +2,383.6% |
| All | +8,732.2% | +684.6% | +8,047.6% | +2,383.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling