-71.9%
AMC vs ENB
+68.0%
-139.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.4% | -11.1% | -12.2% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | +4.4% | +3.4% | +1.0% | +3.7% |
| 3M | +15.4% | -6.1% | +21.5% | +16.6% |
| 6M | +93.7% | -10.0% | +103.8% | +96.2% |
| YTD | +97.4% | +4.7% | +92.8% | +84.6% |
| 1Y | +23.2% | +7.5% | +15.7% | +13.6% |
| All | -71.9% | +68.0% | -139.9% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling