+638.7%
ETN vs AMC
-98.1%
+736.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.9% | +3.3% |
| 7D | +2.0% | +2.3% | -0.3% | +1.9% |
| 30D | -7.9% | -0.7% | -7.2% | -7.9% |
| 3M | -1.6% | +35.2% | -36.8% | -2.7% |
| 6M | +16.9% | +124.6% | -107.7% | +13.8% |
| YTD | +30.1% | +69.9% | -39.8% | +27.4% |
| 1Y | +19.3% | -2.6% | +21.9% | +18.4% |
| 3Y | +82.5% | -79.8% | +162.3% | +84.7% |
| 5Y | +166.8% | -99.4% | +266.2% | +183.4% |
| 10Y | +649.7% | -98.9% | +748.6% | +655.3% |
| All | +638.7% | -98.1% | +736.8% | +530.2% |
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