+5,710.3%
AMD vs ENB
+105.8%
+5,604.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.4% | -15.9% | -16.6% |
| 7D | -28.6% | -2.4% | -26.2% | -27.7% |
| 30D | -37.7% | +3.4% | -41.1% | -38.8% |
| 3M | -16.1% | -6.1% | -10.0% | -13.7% |
| 6M | +13.8% | -10.0% | +23.9% | +18.7% |
| YTD | +88.8% | +4.7% | +84.2% | +81.5% |
| 1Y | +57.8% | +7.5% | +50.3% | +49.3% |
| 3Y | +260.3% | +69.1% | +191.1% | +162.6% |
| 5Y | +196.6% | +50.4% | +146.2% | +130.6% |
| All | +5,710.3% | +105.8% | +5,604.5% | +3,454.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling