+10,785.8%
AMD vs ENB
+11,039.2%
-253.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.6% | +11.9% |
| 7D | -11.0% | -5.2% | -5.8% | -9.4% |
| 30D | -30.5% | +2.2% | -32.7% | -31.1% |
| 3M | -8.2% | -8.1% | -0.2% | -5.7% |
| 6M | +6.6% | -11.2% | +17.7% | +10.3% |
| YTD | +109.7% | +2.0% | +107.7% | +106.1% |
| 1Y | +88.9% | +4.1% | +84.8% | +84.2% |
| 3Y | +301.8% | +64.7% | +237.1% | +229.9% |
| 5Y | +229.4% | +46.6% | +182.8% | +182.2% |
| 10Y | +6,745.1% | +102.7% | +6,642.4% | +5,032.3% |
| All | +10,785.8% | +11,039.2% | -253.4% | +6,953.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling