+122.4%
ETN vs AMC
-99.1%
+221.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.2% |
| 7D | -9.3% | +5.5% | -14.8% | -9.6% |
| 30D | -17.3% | +16.1% | -33.4% | -17.9% |
| 3M | -20.1% | +43.0% | -63.1% | -21.7% |
| 6M | -11.3% | +130.7% | -142.0% | -15.7% |
| YTD | +12.5% | +121.8% | -109.3% | +6.6% |
| 1Y | -5.6% | +40.7% | -46.3% | -8.5% |
| 3Y | +65.6% | -56.8% | +122.4% | +65.4% |
| 5Y | +122.4% | -99.1% | +221.5% | +154.0% |
| All | +122.4% | -99.1% | +221.5% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling