+1,370.8%
AMAT vs ENB
+99.3%
+1,271.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.1% |
| 7D | -2.5% | -2.4% | 0.0% | -1.1% |
| 30D | -26.5% | +2.5% | -29.0% | -27.6% |
| 3M | -28.6% | -5.8% | -22.8% | -26.4% |
| 6M | -14.2% | -8.5% | -5.7% | -10.9% |
| YTD | +45.5% | +3.9% | +41.6% | +39.6% |
| 1Y | +59.3% | +3.7% | +55.7% | +52.9% |
| 3Y | +153.1% | +70.1% | +83.0% | +75.9% |
| 5Y | +158.2% | +53.2% | +105.0% | +91.1% |
| 10Y | +1,370.8% | +100.2% | +1,270.6% | +752.0% |
| All | +1,370.8% | +99.3% | +1,271.5% | +752.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling