+64.0%
ENB vs AMCR
-9.6%
+73.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | -4.6% | -5.0% | +0.4% | -3.4% |
| 30D | -5.2% | -8.0% | +2.8% | -3.4% |
| 3M | -13.4% | +14.3% | -27.7% | -16.7% |
| 6M | -7.8% | +5.3% | -13.1% | -9.8% |
| YTD | +4.9% | +7.7% | -2.8% | +1.3% |
| 1Y | +3.2% | +10.8% | -7.6% | -1.4% |
| 3Y | +71.0% | +9.6% | +61.4% | +58.6% |
| 5Y | +64.0% | -10.2% | +74.2% | +64.8% |
| All | +64.0% | -9.6% | +73.6% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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