-99.1%
AMC vs ENB
+53.8%
-153.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -2.8% | -1.8% | -1.1% | -1.3% |
| 30D | +14.0% | +2.0% | +12.0% | +12.0% |
| 3M | +42.5% | -5.8% | +48.3% | +48.8% |
| 6M | +142.6% | -9.7% | +152.2% | +158.1% |
| YTD | +119.2% | +4.2% | +115.0% | +98.2% |
| 1Y | +40.7% | +3.2% | +37.5% | +28.5% |
| 3Y | -57.3% | +70.6% | -127.9% | -80.1% |
| 5Y | -99.1% | +55.1% | -154.3% | -99.5% |
| All | -99.1% | +53.8% | -153.0% | -99.5% |
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