-99.4%
AMC vs ENB
+69.5%
-168.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +5.0% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | -0.7% | -2.2% | +1.5% | +0.6% |
| 3M | +35.2% | -10.5% | +45.7% | +46.2% |
| 6M | +124.6% | -5.1% | +129.6% | +128.0% |
| YTD | +69.9% | +9.0% | +60.9% | +48.5% |
| 1Y | -2.6% | +8.2% | -10.8% | -14.7% |
| 3Y | -79.8% | +67.8% | -147.5% | -89.6% |
| All | -99.4% | +69.5% | -168.9% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling