-1.3%
ETN vs AMIX
-91.8%
+90.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -20.0% | +21.8% | +1.8% |
| 7D | +2.4% | -8.1% | +10.5% | +2.5% |
| 30D | -15.2% | -52.3% | +37.0% | -15.1% |
| 3M | -21.2% | -83.8% | +62.5% | -21.1% |
| 6M | -13.5% | -79.0% | +65.5% | -11.8% |
| YTD | +14.5% | -87.2% | +101.7% | +15.0% |
| All | -1.3% | -91.8% | +90.5% | -1.4% |
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