+63.3%
ETN vs AMBA
+16.7%
+46.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.1% | -1.6% | +2.7% |
| 7D | -7.6% | -7.2% | -0.4% | -5.6% |
| 30D | -20.8% | -10.4% | -10.4% | -18.3% |
| 3M | -23.6% | -30.1% | +6.6% | -15.9% |
| 6M | -18.5% | -22.4% | +3.9% | -15.6% |
| YTD | +8.2% | -17.3% | +25.5% | +8.5% |
| 1Y | -8.7% | -35.4% | +26.7% | -2.7% |
| 3Y | +63.3% | +18.6% | +44.6% | +40.5% |
| All | +63.3% | +16.7% | +46.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling