+41.8%
ETN vs AMDL
+95.0%
-53.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.2% | -5.7% | +1.9% |
| 7D | +2.0% | +4.5% | -2.5% | +1.2% |
| 30D | -7.9% | -4.4% | -3.5% | -7.6% |
| 3M | -1.6% | -30.5% | +28.9% | +0.8% |
| 6M | +16.9% | +300.9% | -284.0% | -12.6% |
| YTD | +30.1% | +219.9% | -189.9% | -2.2% |
| 1Y | +19.3% | +374.7% | -355.4% | -20.2% |
| All | +41.8% | +95.0% | -53.3% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling