+84.1%
ETN vs AMT
+8.0%
+76.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +8.0% | -0.2% | +8.2% | +8.0% |
| 30D | -5.9% | +1.8% | -7.8% | -5.6% |
| 3M | +5.0% | -6.2% | +11.2% | +5.0% |
| 6M | +22.4% | -5.0% | +27.4% | +22.6% |
| YTD | +33.6% | +2.1% | +31.6% | +34.7% |
| 1Y | +22.1% | -5.7% | +27.9% | +22.1% |
| All | +84.1% | +8.0% | +76.1% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling