+37.5%
AMAT vs ENB
+7.9%
+29.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.4% | -12.2% | -13.8% |
| 7D | -24.3% | -2.4% | -21.9% | -24.6% |
| 30D | -39.8% | +3.4% | -43.2% | -39.3% |
| 3M | -40.2% | -6.1% | -34.1% | -40.2% |
| 6M | -22.1% | -10.0% | -12.1% | -22.8% |
| YTD | +24.7% | +4.7% | +20.0% | +25.6% |
| All | +37.5% | +7.9% | +29.5% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling