+376.7%
AMD vs ETN
+86.9%
+289.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.7% | +3.2% | +3.4% |
| 7D | +10.0% | +8.0% | +2.0% | +2.7% |
| 30D | +4.6% | -5.9% | +10.5% | +10.5% |
| 3M | +3.1% | +5.0% | -1.8% | -1.2% |
| 6M | +162.8% | +22.4% | +140.4% | +120.4% |
| YTD | +136.2% | +33.6% | +102.5% | +82.4% |
| 1Y | +234.0% | +22.1% | +211.9% | +181.5% |
| 3Y | +376.7% | +85.6% | +291.1% | +171.5% |
| All | +376.7% | +86.9% | +289.8% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling