+334.4%
AMD vs ETN
+66.9%
+267.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.0% | +10.8% | +11.0% |
| 7D | +6.5% | -9.3% | +15.8% | +16.8% |
| 30D | -15.3% | -17.3% | +2.0% | +1.8% |
| 3M | +9.7% | -20.1% | +29.9% | +35.7% |
| 6M | +13.2% | -11.3% | +24.5% | +27.7% |
| YTD | +140.6% | +12.5% | +128.1% | +118.4% |
| 1Y | +111.2% | -5.6% | +116.8% | +124.5% |
| 3Y | +334.4% | +65.6% | +268.8% | +167.5% |
| All | +334.4% | +66.9% | +267.5% | +167.5% |
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