+723.0%
ENB vs AMP
+2,108.3%
-1,385.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.5% | +2.6% | -3.1% | -1.2% |
| 30D | -0.2% | +0.8% | -1.1% | -0.5% |
| 3M | -7.5% | +24.3% | -31.8% | -13.2% |
| 6M | -4.1% | +20.6% | -24.7% | -9.5% |
| YTD | +9.8% | +14.6% | -4.8% | +4.7% |
| 1Y | +8.7% | +14.5% | -5.9% | +3.4% |
| 3Y | +79.0% | +67.9% | +11.1% | +50.1% |
| 5Y | +69.1% | +122.5% | -53.4% | +28.7% |
| 10Y | +96.5% | +573.3% | -476.8% | +5.9% |
| All | +723.0% | +2,108.3% | -1,385.3% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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