+954.2%
ETN vs AMBA
+772.6%
+181.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.1% | -1.6% | +3.3% |
| 7D | -7.6% | -7.2% | -0.4% | -6.2% |
| 30D | -20.8% | -10.4% | -10.4% | -19.0% |
| 3M | -23.6% | -30.1% | +6.6% | -18.2% |
| 6M | -18.5% | -22.4% | +3.9% | -16.1% |
| YTD | +8.2% | -17.3% | +25.5% | +9.1% |
| 1Y | -8.7% | -35.4% | +26.7% | -4.1% |
| 3Y | +63.3% | +18.6% | +44.6% | +48.4% |
| 5Y | +115.6% | -69.8% | +185.4% | +129.4% |
| 10Y | +586.7% | +1.1% | +585.6% | +454.6% |
| All | +954.2% | +772.6% | +181.6% | +453.8% |
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