+43.3%
ETN vs AMDL
+131.0%
-87.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.0% | -7.7% | -2.6% |
| 7D | +6.2% | +29.0% | -22.7% | +1.7% |
| 30D | -6.7% | +19.1% | -25.8% | -9.7% |
| 3M | +3.6% | +1.8% | +1.8% | +0.2% |
| 6M | +18.3% | +374.4% | -356.1% | -13.9% |
| YTD | +31.5% | +278.9% | -247.5% | -4.0% |
| 1Y | +20.6% | +510.6% | -490.0% | -22.8% |
| All | +43.3% | +131.0% | -87.7% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling