+49.4%
ETN vs AMIX
-99.9%
+149.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.8% | -6.7% | +5.1% |
| 7D | -1.8% | +1.2% | -3.0% | -1.9% |
| 30D | -16.4% | -45.3% | +29.0% | -16.2% |
| 3M | -19.9% | -83.1% | +63.1% | -19.6% |
| 6M | -10.3% | -76.9% | +66.6% | -10.1% |
| YTD | +13.8% | -85.3% | +99.0% | +14.2% |
| 1Y | -3.1% | -89.8% | +86.8% | -2.6% |
| All | +49.4% | -99.9% | +149.3% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling