+6.7%
AMZN vs ETN
-1.0%
+7.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -9.9% | +16.0% | +8.1% |
| 7D | +4.5% | -10.1% | +14.6% | +6.5% |
| 30D | +5.8% | -18.4% | +24.2% | +10.3% |
| 3M | -4.1% | -20.4% | +16.3% | +0.3% |
| 6M | -2.2% | -16.0% | +13.8% | -0.6% |
| YTD | +15.3% | +11.8% | +3.5% | +8.1% |
| 1Y | +6.7% | -5.5% | +12.2% | +7.0% |
| All | +6.7% | -1.0% | +7.7% | +7.0% |
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