+4,054.8%
ETN vs AMT
+1,443.4%
+2,611.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.4% | -2.4% | +4.8% | +2.8% |
| 30D | -15.2% | +4.2% | -19.4% | -16.0% |
| 3M | -21.2% | +13.4% | -34.7% | -23.1% |
| 6M | -13.5% | +9.4% | -22.8% | -15.5% |
| YTD | +14.5% | +11.7% | +2.8% | +11.3% |
| 1Y | -0.9% | +7.1% | -8.0% | -3.0% |
| 3Y | +68.6% | +15.1% | +53.5% | +60.3% |
| 5Y | +129.0% | -17.9% | +146.9% | +128.9% |
| 10Y | +556.1% | +133.5% | +422.6% | +456.1% |
| All | +4,054.8% | +1,443.4% | +2,611.4% | +2,601.7% |
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