+95.7%
ENB vs AMBA
-0.9%
+96.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.7% | -3.1% |
| 7D | -5.2% | -7.2% | +2.0% | -4.6% |
| 30D | +2.2% | -10.4% | +12.6% | +3.0% |
| 3M | -8.1% | -30.1% | +22.1% | -5.3% |
| 6M | -11.2% | -22.4% | +11.2% | -11.0% |
| YTD | +2.0% | -17.3% | +19.3% | +0.8% |
| 1Y | +4.1% | -35.4% | +39.5% | +5.3% |
| 3Y | +64.7% | +18.6% | +46.1% | +47.7% |
| 5Y | +46.6% | -69.8% | +116.4% | +49.5% |
| All | +95.7% | -0.9% | +96.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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