+81.1%
ETN vs APD
+6.4%
+74.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +6.2% | -4.6% | +10.8% | +7.3% |
| 30D | -6.7% | -4.2% | -2.5% | -5.8% |
| 3M | +3.6% | +5.0% | -1.4% | +2.0% |
| 6M | +18.3% | +8.9% | +9.4% | +15.3% |
| YTD | +31.5% | +21.9% | +9.6% | +24.4% |
| 1Y | +20.6% | +5.6% | +15.0% | +18.5% |
| All | +81.1% | +6.4% | +74.7% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling