-98.8%
AMC vs ENB
+109.5%
-208.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.0% |
| 7D | +3.5% | +3.1% | +0.4% | +1.5% |
| 30D | +12.5% | +2.1% | +10.3% | +10.8% |
| 3M | +23.6% | -4.4% | +28.0% | +26.7% |
| 6M | +144.4% | -10.1% | +154.4% | +158.2% |
| YTD | +108.3% | +5.2% | +103.2% | +95.5% |
| 1Y | +38.9% | +4.2% | +34.6% | +31.1% |
| 3Y | -58.9% | +70.1% | -128.9% | -73.2% |
| 5Y | -99.2% | +59.4% | -158.6% | -99.4% |
| All | -98.8% | +109.5% | -208.2% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling