+1,362.0%
AMAT vs ENB
+108.4%
+1,253.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +19.3% | 0.0% | +19.3% | +19.3% |
| 30D | -17.9% | +1.4% | -19.3% | -18.6% |
| 3M | -30.4% | -5.2% | -25.2% | -28.6% |
| 6M | -11.4% | -9.9% | -1.5% | -7.1% |
| YTD | +48.8% | +4.7% | +44.1% | +42.2% |
| 1Y | +66.0% | +2.8% | +63.3% | +60.2% |
| 3Y | +158.8% | +71.3% | +87.5% | +78.8% |
| 5Y | +153.2% | +58.6% | +94.6% | +83.3% |
| All | +1,362.0% | +108.4% | +1,253.6% | +693.6% |
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