+2,059.0%
ETN vs AMP
+2,095.9%
-36.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +3.0% | -2.0% | +5.1% | +4.0% |
| 30D | -10.9% | -1.7% | -9.2% | -10.3% |
| 3M | +9.2% | +23.2% | -14.0% | -1.2% |
| 6M | +13.9% | +22.2% | -8.3% | +3.1% |
| YTD | +29.5% | +14.0% | +15.5% | +20.4% |
| 1Y | +14.2% | +14.0% | +0.2% | +6.0% |
| 3Y | +79.9% | +67.0% | +12.9% | +39.6% |
| 5Y | +175.7% | +123.2% | +52.5% | +85.3% |
| 10Y | +693.2% | +578.5% | +114.7% | +211.7% |
| All | +2,059.0% | +2,095.9% | -36.9% | +416.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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