-98.9%
AMC vs ENB
+103.5%
-202.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.9% |
| 7D | -0.8% | -0.5% | -0.3% | -0.5% |
| 30D | -1.2% | -0.2% | -1.0% | -1.4% |
| 3M | +42.2% | -7.5% | +49.7% | +47.7% |
| 6M | +118.8% | -4.1% | +122.9% | +120.8% |
| YTD | +64.1% | +9.8% | +54.3% | +50.0% |
| 1Y | -9.5% | +8.7% | -18.2% | -16.9% |
| 3Y | -64.3% | +79.0% | -143.3% | -77.3% |
| 5Y | -99.5% | +69.1% | -168.6% | -99.6% |
| 10Y | -98.9% | +96.5% | -195.4% | -99.4% |
| All | -98.9% | +103.5% | -202.4% | -99.4% |
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