+720.6%
ETN vs AR
-27.2%
+747.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +2.0% | +2.5% | -0.5% | +1.6% |
| 30D | -7.9% | +14.8% | -22.7% | -9.9% |
| 3M | -1.6% | +6.2% | -7.8% | -2.8% |
| 6M | +16.9% | +4.3% | +12.6% | +15.3% |
| YTD | +30.1% | +14.4% | +15.7% | +26.1% |
| 1Y | +19.3% | +21.3% | -2.0% | +14.3% |
| 3Y | +82.5% | +39.8% | +42.7% | +69.3% |
| 5Y | +166.8% | +142.1% | +24.8% | +120.4% |
| 10Y | +649.7% | +52.0% | +597.7% | +495.8% |
| All | +720.6% | -27.2% | +747.8% | +640.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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