+1,433.3%
AMT vs ENB
+3,025.9%
-1,592.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +0.4% | -3.7% | +4.0% | +1.7% |
| 30D | +3.7% | +1.7% | +2.0% | +3.0% |
| 3M | +10.7% | -6.3% | +17.0% | +13.2% |
| 6M | +9.3% | -9.2% | +18.4% | +13.0% |
| YTD | +10.9% | +3.1% | +7.8% | +9.5% |
| 1Y | +10.5% | +3.4% | +7.2% | +9.0% |
| 3Y | +15.5% | +68.9% | -53.4% | -4.8% |
| 5Y | -20.6% | +51.7% | -72.3% | -32.2% |
| 10Y | +124.5% | +98.3% | +26.2% | +66.8% |
| All | +1,433.3% | +3,025.9% | -1,592.6% | +451.1% |
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