-97.7%
AMC vs ENB
+121.5%
-219.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.5% | +3.3% |
| 7D | +2.6% | -5.2% | +7.8% | +5.6% |
| 30D | +9.0% | +2.2% | +6.8% | +7.6% |
| 3M | +22.2% | -8.1% | +30.2% | +27.4% |
| 6M | +91.5% | -11.2% | +102.6% | +101.7% |
| YTD | +101.3% | +2.0% | +99.3% | +94.5% |
| 1Y | +20.8% | +4.1% | +16.7% | +15.3% |
| 3Y | -71.3% | +64.7% | -136.1% | -79.3% |
| 5Y | -99.2% | +46.6% | -145.8% | -99.4% |
| 10Y | -98.7% | +102.7% | -201.4% | -99.1% |
| All | -97.7% | +121.5% | -219.2% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling