+70.8%
ETN vs AMIX
-99.9%
+170.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.5% |
| 7D | +2.0% | -13.7% | +15.7% | +2.0% |
| 30D | -7.9% | -62.1% | +54.1% | -7.7% |
| 3M | -1.6% | -46.2% | +44.6% | -1.5% |
| 6M | +16.9% | -46.4% | +63.3% | +16.9% |
| YTD | +30.1% | -60.3% | +90.3% | +30.2% |
| 1Y | +19.3% | -79.7% | +99.0% | +19.9% |
| All | +70.8% | -99.9% | +170.7% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling