+203.0%
AMAT vs ENB
+67.6%
+135.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -14.8% | -2.2% | -12.6% | -14.6% |
| 3M | -9.3% | -10.5% | +1.2% | -8.3% |
| 6M | +27.4% | -5.1% | +32.5% | +27.4% |
| YTD | +77.6% | +9.0% | +68.6% | +74.2% |
| 1Y | +188.9% | +8.2% | +180.7% | +183.2% |
| All | +203.0% | +67.6% | +135.5% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling