+19.4%
ETN vs AMDL
+476.7%
-457.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.9% | +3.3% |
| 7D | +3.5% | +15.9% | -12.4% | +1.3% |
| 30D | -7.5% | +10.5% | -18.0% | -9.2% |
| 3M | +8.3% | -4.7% | +13.1% | +6.5% |
| 6M | +20.2% | +355.2% | -335.0% | -2.4% |
| YTD | +34.7% | +270.9% | -236.2% | +8.7% |
| 1Y | +19.4% | +499.5% | -480.0% | -4.7% |
| All | +19.4% | +476.7% | -457.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling