+85.6%
ETN vs AMC
-67.8%
+153.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +2.9% |
| 7D | +8.0% | -0.8% | +8.8% | +8.1% |
| 30D | -5.9% | -1.2% | -4.8% | -5.9% |
| 3M | +5.0% | +42.2% | -37.3% | +2.5% |
| 6M | +22.4% | +118.8% | -96.4% | +16.0% |
| YTD | +33.6% | +64.1% | -30.5% | +28.4% |
| 1Y | +22.1% | -9.5% | +31.7% | +20.9% |
| 3Y | +85.6% | -64.3% | +149.9% | +96.9% |
| All | +85.6% | -67.8% | +153.4% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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