+234.4%
AMD vs ETN
+20.0%
+214.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.7% | +4.6% |
| 7D | +14.0% | +6.2% | +7.8% | +7.5% |
| 30D | +11.0% | -6.7% | +17.7% | +18.5% |
| 3M | +9.6% | +3.6% | +6.0% | +5.5% |
| 6M | +157.1% | +18.3% | +138.8% | +118.9% |
| YTD | +143.3% | +31.5% | +111.9% | +83.9% |
| 1Y | +234.4% | +20.6% | +213.9% | +197.1% |
| All | +234.4% | +20.0% | +214.4% | +197.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling