-97.7%
AMC vs ENB
+127.3%
-225.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.4% | -11.1% | -11.8% |
| 7D | 0.0% | -2.4% | +2.4% | +1.4% |
| 30D | +4.4% | +3.4% | +1.0% | +2.5% |
| 3M | +15.4% | -6.1% | +21.5% | +19.0% |
| 6M | +93.7% | -10.0% | +103.8% | +102.8% |
| YTD | +97.4% | +4.7% | +92.8% | +88.3% |
| 1Y | +23.2% | +7.5% | +15.7% | +15.6% |
| 3Y | -71.3% | +69.1% | -140.4% | -79.5% |
| 5Y | -99.3% | +50.4% | -149.7% | -99.4% |
| 10Y | -98.7% | +108.0% | -206.7% | -99.2% |
| All | -97.7% | +127.3% | -225.0% | -98.7% |
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 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