+331.1%
AMD vs ENB
+67.6%
+263.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.5% | +4.8% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -0.9% | -2.2% | +1.3% | -0.7% |
| 3M | -8.7% | -10.5% | +1.8% | -7.7% |
| 6M | +136.3% | -5.1% | +141.4% | +136.0% |
| YTD | +123.0% | +9.0% | +114.0% | +116.4% |
| 1Y | +195.2% | +8.2% | +187.0% | +186.2% |
| All | +331.1% | +67.6% | +263.5% | +282.1% |
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