+1,311.4%
AMT vs ENB
+3,203.3%
-1,892.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +4.6% | -2.2% | +6.9% | +5.4% |
| 3M | -8.4% | -10.5% | +2.1% | -4.7% |
| 6M | -6.0% | -5.1% | -1.0% | -4.3% |
| YTD | +2.1% | +9.0% | -6.8% | -1.1% |
| 1Y | -6.4% | +8.2% | -14.6% | -9.2% |
| 3Y | +8.1% | +67.8% | -59.7% | -10.8% |
| 5Y | -31.9% | +69.4% | -101.3% | -44.1% |
| 10Y | +97.1% | +117.5% | -20.4% | +41.7% |
| All | +1,311.4% | +3,203.3% | -1,892.0% | +397.6% |
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