+152.1%
ENB vs AMBA
+837.3%
-685.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -0.2% | -11.0% | +10.7% | +0.7% |
| 30D | -2.2% | -23.2% | +20.9% | -0.2% |
| 3M | -10.5% | -12.7% | +2.2% | -10.6% |
| 6M | -5.1% | +11.2% | -16.3% | -7.8% |
| YTD | +9.0% | -11.2% | +20.2% | +7.6% |
| 1Y | +8.2% | -22.5% | +30.8% | +7.5% |
| 3Y | +67.8% | -1.3% | +69.1% | +57.6% |
| 5Y | +69.4% | -54.2% | +123.5% | +63.5% |
| 10Y | +117.5% | -6.1% | +123.6% | +81.6% |
| All | +152.1% | +837.3% | -685.2% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling