-5.5%
ETN vs APD
+36.4%
-41.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.9% | -11.7% | -9.8% |
| 7D | -10.1% | +3.8% | -13.9% | -10.1% |
| 30D | -18.4% | +14.1% | -32.5% | -18.6% |
| 3M | -20.4% | +8.2% | -28.6% | -20.5% |
| 6M | -16.0% | +7.5% | -23.5% | -16.8% |
| YTD | +11.8% | +31.7% | -19.9% | +11.5% |
| 1Y | -5.5% | +35.1% | -40.6% | -6.4% |
| All | -5.5% | +36.4% | -41.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling