+1,167.4%
ETN vs AMBA
+837.3%
+330.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.6% |
| 7D | +2.0% | -11.0% | +13.0% | +4.3% |
| 30D | -7.9% | -23.2% | +15.2% | -3.2% |
| 3M | -1.6% | -12.7% | +11.1% | -0.2% |
| 6M | +16.9% | +11.2% | +5.7% | +12.2% |
| YTD | +30.1% | -11.2% | +41.3% | +29.5% |
| 1Y | +19.3% | -22.5% | +41.8% | +20.7% |
| 3Y | +82.5% | -1.3% | +83.8% | +70.7% |
| 5Y | +166.8% | -54.2% | +221.0% | +164.7% |
| 10Y | +649.7% | -6.1% | +655.8% | +506.7% |
| All | +1,167.4% | +837.3% | +330.2% | +557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling