+73.7%
AMAT vs ENB
+3.8%
+69.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.7% | +6.1% |
| 7D | +7.0% | -1.8% | +8.7% | +6.6% |
| 30D | -20.6% | +2.0% | -22.6% | -20.2% |
| 3M | -24.8% | -5.8% | -18.9% | -24.8% |
| 6M | -10.7% | -9.7% | -1.1% | -11.6% |
| YTD | +54.3% | +4.2% | +50.1% | +53.9% |
| 1Y | +73.7% | +3.2% | +70.5% | +74.7% |
| All | +73.7% | +3.8% | +69.9% | +74.7% |
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