+53.2%
ENB vs AMBA
-69.1%
+122.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +0.8% |
| 7D | -2.4% | -2.6% | +0.2% | -2.3% |
| 30D | +2.5% | -10.5% | +13.0% | +2.9% |
| 3M | -5.8% | -26.4% | +20.6% | -4.8% |
| 6M | -8.5% | -20.9% | +12.4% | -8.5% |
| YTD | +3.9% | -14.8% | +18.7% | +3.1% |
| 1Y | +3.7% | -36.1% | +39.8% | +4.6% |
| 3Y | +70.1% | +20.2% | +49.8% | +59.1% |
| 5Y | +53.2% | -67.2% | +120.4% | +43.6% |
| All | +53.2% | -69.1% | +122.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling