+96,674.4%
AMAT vs ENB
+11,329.0%
+85,345.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.4% | -12.2% | -13.1% |
| 7D | -24.3% | -2.4% | -21.9% | -23.7% |
| 30D | -39.8% | +3.4% | -43.2% | -40.5% |
| 3M | -40.2% | -6.1% | -34.1% | -39.1% |
| 6M | -22.1% | -10.0% | -12.1% | -19.9% |
| YTD | +24.7% | +4.7% | +20.0% | +21.8% |
| 1Y | +33.3% | +7.5% | +25.8% | +28.9% |
| 3Y | +133.9% | +69.1% | +64.7% | +93.0% |
| 5Y | +117.1% | +50.4% | +66.7% | +86.6% |
| 10Y | +1,158.7% | +108.0% | +1,050.7% | +867.7% |
| All | +96,674.4% | +11,329.0% | +85,345.4% | +59,875.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling