+554.3%
AMZN vs ENB
+102.2%
+452.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -9.2% | -1.1% | -8.2% | -9.0% |
| 3M | +3.4% | -8.5% | +11.8% | +5.9% |
| 6M | +18.2% | -4.5% | +22.8% | +19.3% |
| YTD | +9.3% | +9.1% | +0.3% | +5.4% |
| 1Y | +5.9% | +8.0% | -2.0% | +2.3% |
| 3Y | +82.6% | +77.8% | +4.8% | +46.1% |
| 5Y | +44.9% | +69.4% | -24.5% | +18.9% |
| All | +554.3% | +102.2% | +452.1% | +385.6% |
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 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