+124.5%
AMT vs ENB
+99.8%
+24.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +0.4% | -3.7% | +4.0% | +1.9% |
| 30D | +3.7% | +1.7% | +2.0% | +3.0% |
| 3M | +10.7% | -6.3% | +17.0% | +13.5% |
| 6M | +9.3% | -9.2% | +18.4% | +13.3% |
| YTD | +10.9% | +3.1% | +7.8% | +9.4% |
| 1Y | +10.5% | +3.4% | +7.2% | +8.8% |
| 3Y | +15.5% | +68.9% | -53.4% | -6.3% |
| 5Y | -20.6% | +51.7% | -72.3% | -33.1% |
| 10Y | +124.5% | +98.3% | +26.2% | +64.5% |
| All | +124.5% | +99.8% | +24.8% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling