+177.8%
ETN vs AMT
-32.2%
+210.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +6.2% | +1.5% | +4.8% | +6.1% |
| 30D | -6.7% | +3.7% | -10.4% | -7.0% |
| 3M | +3.6% | -7.2% | +10.8% | +4.4% |
| 6M | +18.3% | -4.2% | +22.5% | +18.6% |
| YTD | +31.5% | +1.9% | +29.6% | +30.5% |
| 1Y | +20.6% | -6.4% | +26.9% | +21.0% |
| 3Y | +82.5% | +7.7% | +74.8% | +68.6% |
| 5Y | +177.8% | -30.9% | +208.7% | +198.9% |
| All | +177.8% | -32.2% | +210.0% | +198.9% |
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 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