+137,736.4%
AMAT vs ENB
+11,799.4%
+125,937.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -14.8% | -2.2% | -12.6% | -14.2% |
| 3M | -9.3% | -10.5% | +1.2% | -6.3% |
| 6M | +27.4% | -5.1% | +32.5% | +28.9% |
| YTD | +77.6% | +9.0% | +68.6% | +71.4% |
| 1Y | +188.9% | +8.2% | +180.7% | +179.1% |
| 3Y | +202.3% | +67.8% | +134.5% | +150.1% |
| 5Y | +248.9% | +69.4% | +179.5% | +189.1% |
| 10Y | +1,585.2% | +117.5% | +1,467.7% | +1,177.2% |
| All | +137,736.4% | +11,799.4% | +125,937.0% | +84,311.7% |
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