+1,431.6%
AMT vs ENB
+2,992.3%
-1,560.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | -1.8% |
| 7D | +0.5% | -5.2% | +5.7% | +2.5% |
| 30D | +13.6% | +2.2% | +11.4% | +12.7% |
| 3M | +11.5% | -8.1% | +19.5% | +14.8% |
| 6M | +6.9% | -11.2% | +18.1% | +11.5% |
| YTD | +10.8% | +2.0% | +8.8% | +9.8% |
| 1Y | +10.3% | +4.1% | +6.3% | +8.5% |
| 3Y | +12.4% | +64.7% | -52.3% | -6.5% |
| 5Y | -20.1% | +46.6% | -66.7% | -30.9% |
| 10Y | +116.8% | +102.7% | +14.1% | +59.9% |
| All | +1,431.6% | +2,992.3% | -1,560.7% | +452.7% |
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