+4,619.0%
ETN vs AMT
+1,311.4%
+3,307.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +3.6% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -7.9% | +4.6% | -12.5% | -8.6% |
| 3M | -1.6% | -8.4% | +6.8% | -0.7% |
| 6M | +16.9% | -6.0% | +22.9% | +17.3% |
| YTD | +30.1% | +2.1% | +27.9% | +28.6% |
| 1Y | +19.3% | -6.4% | +25.7% | +19.5% |
| 3Y | +82.5% | +8.1% | +74.5% | +75.5% |
| 5Y | +166.8% | -31.9% | +198.8% | +175.6% |
| 10Y | +649.7% | +97.1% | +552.6% | +553.4% |
| All | +4,619.0% | +1,311.4% | +3,307.6% | +3,021.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling