+247.2%
AMAT vs ENB
+69.5%
+177.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -14.8% | -2.2% | -12.6% | -14.1% |
| 3M | -9.3% | -10.5% | +1.2% | -5.2% |
| 6M | +27.4% | -5.1% | +32.5% | +29.1% |
| YTD | +77.6% | +9.0% | +68.6% | +67.6% |
| 1Y | +188.9% | +8.2% | +180.7% | +172.7% |
| 3Y | +202.3% | +67.8% | +134.5% | +116.4% |
| All | +247.2% | +69.5% | +177.7% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling