+111.2%
AMD vs ENB
+4.1%
+107.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.9% | +12.9% | +15.0% |
| 7D | +6.5% | -2.4% | +8.9% | +5.9% |
| 30D | -15.3% | +2.5% | -17.8% | -14.9% |
| 3M | +9.7% | -5.8% | +15.5% | +9.2% |
| 6M | +13.2% | -8.5% | +21.7% | +11.0% |
| YTD | +140.6% | +3.9% | +136.7% | +125.9% |
| 1Y | +111.2% | +3.7% | +107.5% | +99.6% |
| All | +111.2% | +4.1% | +107.1% | +99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling