+544.6%
ETN vs AMT
+136.5%
+408.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | +3.6% | +1.5% | +2.1% | +3.3% |
| 30D | -13.4% | +6.8% | -20.2% | -15.0% |
| 3M | -21.9% | +11.2% | -33.1% | -24.3% |
| 6M | -12.8% | +12.5% | -25.3% | -16.5% |
| YTD | +12.1% | +12.5% | -0.4% | +6.9% |
| 1Y | +0.8% | +10.1% | -9.3% | -3.2% |
| 3Y | +64.5% | +16.0% | +48.5% | +47.2% |
| 5Y | +121.7% | -17.2% | +138.9% | +123.5% |
| All | +544.6% | +136.5% | +408.2% | +455.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling