+129.0%
ETN vs AMT
-19.0%
+148.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.4% | -2.4% | +4.8% | +2.5% |
| 30D | -15.2% | +4.2% | -19.4% | -15.5% |
| 3M | -21.2% | +13.4% | -34.7% | -22.0% |
| 6M | -13.5% | +9.4% | -22.8% | -14.3% |
| YTD | +14.5% | +11.7% | +2.8% | +12.9% |
| 1Y | -0.9% | +7.1% | -8.0% | -1.7% |
| 3Y | +68.6% | +15.1% | +53.5% | +56.5% |
| 5Y | +129.0% | -17.9% | +146.9% | +137.4% |
| All | +129.0% | -19.0% | +148.0% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling