+55.7%
ENB vs AMDL
+102.5%
-46.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -17.6% | +18.1% | +0.5% |
| 7D | +3.1% | +37.2% | -34.1% | +3.1% |
| 30D | +2.1% | -24.0% | +26.2% | +2.2% |
| 3M | -4.4% | -1.0% | -3.4% | -4.5% |
| 6M | -10.1% | -3.2% | -6.8% | -10.3% |
| YTD | +5.2% | +232.2% | -227.0% | +3.6% |
| 1Y | +4.2% | +137.7% | -133.5% | +3.0% |
| All | +55.7% | +102.5% | -46.8% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling