+252.9%
AMD vs ENB
+53.3%
+199.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +6.5% | -2.4% | +8.9% | +7.6% |
| 30D | -15.3% | +2.5% | -17.8% | -16.2% |
| 3M | +9.7% | -5.8% | +15.5% | +12.3% |
| 6M | +13.2% | -8.5% | +21.7% | +16.3% |
| YTD | +140.6% | +3.9% | +136.7% | +130.2% |
| 1Y | +111.2% | +3.7% | +107.5% | +102.1% |
| 3Y | +334.4% | +70.1% | +264.4% | +198.0% |
| All | +252.9% | +53.3% | +199.5% | +176.0% |
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 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