-5.5%
ETN vs AMIX
-92.3%
+86.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.0% | -6.8% | -9.9% |
| 7D | -10.1% | -25.1% | +15.0% | -10.1% |
| 30D | -18.4% | -54.5% | +36.1% | -18.3% |
| 3M | -20.4% | -91.7% | +71.3% | -20.2% |
| 6M | -16.0% | -79.4% | +63.5% | -14.6% |
| YTD | +11.8% | -86.1% | +97.8% | +12.2% |
| 1Y | -5.5% | -91.6% | +86.1% | -5.9% |
| All | -5.5% | -92.3% | +86.9% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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