+268.3%
AMD vs ETN
+119.8%
+148.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.0% | +10.8% | +10.9% |
| 7D | +6.5% | -9.3% | +15.8% | +17.1% |
| 30D | -15.3% | -17.3% | +2.0% | +2.2% |
| 3M | +9.7% | -20.1% | +29.9% | +36.3% |
| 6M | +13.2% | -11.3% | +24.5% | +28.0% |
| YTD | +140.6% | +12.5% | +128.1% | +116.8% |
| 1Y | +111.2% | -5.6% | +116.8% | +124.0% |
| 3Y | +334.4% | +65.6% | +268.8% | +158.7% |
| 5Y | +268.3% | +122.4% | +145.9% | +43.6% |
| All | +268.3% | +119.8% | +148.6% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling