+538.9%
ETN vs AMC
-97.5%
+636.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.2% |
| 7D | -9.3% | +5.5% | -14.8% | -9.4% |
| 30D | -17.3% | +16.1% | -33.4% | -17.6% |
| 3M | -20.1% | +43.0% | -63.1% | -21.0% |
| 6M | -11.3% | +130.7% | -142.0% | -13.7% |
| YTD | +12.5% | +121.8% | -109.3% | +9.3% |
| 1Y | -5.6% | +40.7% | -46.3% | -7.2% |
| 3Y | +65.6% | -56.8% | +122.4% | +65.1% |
| 5Y | +122.4% | -99.1% | +221.5% | +134.0% |
| 10Y | +531.4% | -98.7% | +630.1% | +546.4% |
| All | +538.9% | -97.5% | +636.4% | +440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling