+11,477.5%
AMD vs ENB
+11,799.4%
-321.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.5% | +5.0% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -0.9% | -2.2% | +1.3% | -0.2% |
| 3M | -8.7% | -10.5% | +1.8% | -5.4% |
| 6M | +136.3% | -5.1% | +141.4% | +139.4% |
| YTD | +123.0% | +9.0% | +114.0% | +114.7% |
| 1Y | +195.2% | +8.2% | +187.0% | +184.2% |
| 3Y | +336.3% | +67.8% | +268.6% | +256.3% |
| 5Y | +334.5% | +69.4% | +265.1% | +254.8% |
| 10Y | +6,259.1% | +117.5% | +6,141.6% | +4,547.3% |
| All | +11,477.5% | +11,799.4% | -321.9% | +7,246.8% |
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