+1,315.3%
AMAT vs ENB
+99.8%
+1,215.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.1% | +10.3% | +10.8% |
| 7D | -1.1% | -3.7% | +2.6% | +1.1% |
| 30D | -26.9% | +1.7% | -28.6% | -27.7% |
| 3M | -31.2% | -6.3% | -24.9% | -28.9% |
| 6M | -14.7% | -9.2% | -5.5% | -11.0% |
| YTD | +44.7% | +3.1% | +41.6% | +39.5% |
| 1Y | +62.0% | +3.4% | +58.6% | +55.7% |
| 3Y | +165.0% | +68.9% | +96.0% | +84.8% |
| 5Y | +147.1% | +51.7% | +95.4% | +83.9% |
| 10Y | +1,315.3% | +98.3% | +1,216.9% | +723.3% |
| All | +1,315.3% | +99.8% | +1,215.5% | +723.3% |
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