+295.7%
AMD vs ENB
+65.4%
+230.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.6% | +11.1% |
| 7D | -11.0% | -5.2% | -5.8% | -10.9% |
| 30D | -30.5% | +2.2% | -32.7% | -30.5% |
| 3M | -8.2% | -8.1% | -0.2% | -7.7% |
| 6M | +6.6% | -11.2% | +17.7% | +7.0% |
| YTD | +109.7% | +2.0% | +107.7% | +104.5% |
| 1Y | +88.9% | +4.1% | +84.8% | +83.7% |
| All | +295.7% | +65.4% | +230.2% | +288.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling