-90.5%
AMIX vs ENB
+3.3%
-93.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.1% | +10.8% | +14.1% |
| 7D | +1.2% | -3.7% | +4.8% | -7.3% |
| 30D | -45.3% | +1.7% | -47.1% | -43.3% |
| 3M | -83.1% | -6.3% | -76.8% | -85.6% |
| 6M | -76.9% | -9.2% | -67.7% | -83.1% |
| YTD | -85.3% | +3.1% | -88.4% | -88.4% |
| All | -90.5% | +3.3% | -93.8% | -92.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling