+687.3%
ETN vs AMBA
-5.3%
+692.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | +8.0% | -6.4% | +14.5% | +9.6% |
| 30D | -5.9% | -26.8% | +20.9% | +0.9% |
| 3M | +5.0% | -7.6% | +12.6% | +5.4% |
| 6M | +22.4% | +21.2% | +1.2% | +14.1% |
| YTD | +33.6% | -10.4% | +44.0% | +32.4% |
| 1Y | +22.1% | -24.4% | +46.6% | +24.2% |
| 3Y | +85.6% | +6.0% | +79.6% | +67.8% |
| 5Y | +179.2% | -53.9% | +233.1% | +173.4% |
| 10Y | +687.3% | -6.2% | +693.5% | +475.5% |
| All | +687.3% | -5.3% | +692.6% | +475.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling