+11,477.5%
AMD vs ETN
+20,051.5%
-8,574.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +2.4% |
| 7D | +2.6% | +2.0% | +0.6% | +1.3% |
| 30D | -0.9% | -7.9% | +7.0% | +4.5% |
| 3M | -8.7% | -1.6% | -7.1% | -6.9% |
| 6M | +136.3% | +16.9% | +119.5% | +115.7% |
| YTD | +123.0% | +30.1% | +92.9% | +89.5% |
| 1Y | +195.2% | +19.3% | +175.9% | +166.8% |
| 3Y | +336.3% | +82.5% | +253.8% | +201.2% |
| 5Y | +334.5% | +166.8% | +167.6% | +139.4% |
| 10Y | +6,259.1% | +649.7% | +5,609.4% | +1,641.1% |
| All | +11,477.5% | +20,051.5% | -8,574.0% | +669.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling