-56.8%
AMC vs ENB
+69.4%
-126.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +5.5% | -2.4% | +7.9% | +6.0% |
| 30D | +16.1% | +2.5% | +13.6% | +15.6% |
| 3M | +43.0% | -5.8% | +48.8% | +44.2% |
| 6M | +130.7% | -8.5% | +139.2% | +131.5% |
| YTD | +121.8% | +3.9% | +117.9% | +108.2% |
| 1Y | +40.7% | +3.7% | +37.0% | +32.2% |
| 3Y | -56.8% | +70.1% | -126.9% | -74.6% |
| All | -56.8% | +69.4% | -126.3% | -74.6% |
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