+257,148.5%
AMZN vs ETN
+5,659.3%
+251,489.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | -2.7% | +3.0% | -5.7% | -4.2% |
| 30D | -7.5% | -10.9% | +3.4% | -2.5% |
| 3M | +5.8% | +9.2% | -3.4% | 0.0% |
| 6M | +17.5% | +13.9% | +3.6% | +7.7% |
| YTD | +9.1% | +29.5% | -20.4% | -6.9% |
| 1Y | +9.4% | +14.2% | -4.8% | -1.2% |
| 3Y | +82.2% | +79.9% | +2.3% | +28.0% |
| 5Y | +45.2% | +175.7% | -130.5% | -18.4% |
| 10Y | +562.7% | +693.2% | -130.5% | +96.4% |
| All | +257,148.5% | +5,659.3% | +251,489.2% | +20,410.8% |
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