+169.3%
AMD vs ENB
+50.3%
+119.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.4% | -15.9% | -16.7% |
| 7D | -28.6% | -2.4% | -26.2% | -27.8% |
| 30D | -37.7% | +3.4% | -41.1% | -38.6% |
| 3M | -16.1% | -6.1% | -10.0% | -13.9% |
| 6M | +13.8% | -10.0% | +23.9% | +18.0% |
| YTD | +88.8% | +4.7% | +84.2% | +80.3% |
| 1Y | +57.8% | +7.5% | +50.3% | +48.3% |
| 3Y | +260.3% | +69.1% | +191.1% | +149.3% |
| All | +169.3% | +50.3% | +119.0% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling