+24.8%
ETN vs AMDL
+119.6%
-94.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.3% | -12.5% | -0.7% |
| 7D | +2.4% | +18.5% | -16.1% | -2.5% |
| 30D | -15.2% | -24.2% | +9.0% | -13.7% |
| 3M | -21.2% | +11.5% | -32.7% | -25.5% |
| 6M | -13.5% | -1.0% | -12.4% | -19.4% |
| YTD | +14.5% | +260.3% | -245.7% | -18.4% |
| 1Y | -0.9% | +178.2% | -179.0% | -26.9% |
| All | +24.8% | +119.6% | -94.8% | -25.6% |
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