+98.3%
ENB vs AMBA
+12.8%
+85.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +0.6% |
| 7D | -3.7% | 0.0% | -3.6% | -3.7% |
| 30D | +1.7% | -8.6% | +10.3% | +2.4% |
| 3M | -6.3% | -29.0% | +22.7% | -3.7% |
| 6M | -9.2% | -19.2% | +10.0% | -9.3% |
| YTD | +3.1% | -13.0% | +16.1% | +1.4% |
| 1Y | +3.4% | -31.3% | +34.6% | +3.9% |
| 3Y | +68.9% | +28.1% | +40.8% | +50.1% |
| 5Y | +51.7% | -69.4% | +121.2% | +55.1% |
| 10Y | +98.3% | +7.6% | +90.7% | +45.1% |
| All | +98.3% | +12.8% | +85.5% | +45.1% |
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