+10.1%
AMT vs ENB
+3.2%
+7.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +1.5% | +3.1% | -1.6% | 0.0% |
| 30D | +6.8% | +2.1% | +4.7% | +5.8% |
| 3M | +11.2% | -4.4% | +15.6% | +13.6% |
| 6M | +12.5% | -10.1% | +22.5% | +18.6% |
| YTD | +12.5% | +5.2% | +7.3% | +8.4% |
| 1Y | +10.1% | +4.2% | +5.9% | +6.3% |
| All | +10.1% | +3.2% | +7.0% | +6.3% |
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