+113.5%
ENB vs AMBA
-0.9%
+114.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +3.1% | +2.7% | +0.4% | +2.8% |
| 30D | +2.1% | -2.2% | +4.3% | +2.2% |
| 3M | -4.4% | -26.6% | +22.2% | -2.0% |
| 6M | -10.1% | -26.8% | +16.7% | -9.3% |
| YTD | +5.2% | -15.1% | +20.3% | +3.7% |
| 1Y | +4.2% | -32.3% | +36.5% | +5.0% |
| 3Y | +70.1% | +19.8% | +50.3% | +52.3% |
| 5Y | +59.4% | -69.2% | +128.6% | +62.7% |
| All | +113.5% | -0.9% | +114.4% | +57.0% |
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