+1,665.8%
AMAT vs ENB
+103.5%
+1,562.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.5% |
| 7D | +7.0% | -0.5% | +7.5% | +7.3% |
| 30D | -12.2% | -0.2% | -12.0% | -12.2% |
| 3M | -3.8% | -7.5% | +3.7% | -0.2% |
| 6M | +45.9% | -4.1% | +50.1% | +47.9% |
| YTD | +84.6% | +9.8% | +74.8% | +72.3% |
| 1Y | +193.4% | +8.7% | +184.7% | +174.4% |
| 3Y | +228.1% | +79.0% | +149.1% | +121.9% |
| 5Y | +268.9% | +69.1% | +199.8% | +158.7% |
| 10Y | +1,665.8% | +96.5% | +1,569.3% | +934.9% |
| All | +1,665.8% | +103.5% | +1,562.3% | +934.9% |
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