+17.7%
ENB vs AMRZ
-13.6%
+31.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -0.2% | -1.9% | +1.7% | -0.2% |
| 30D | -2.2% | -16.9% | +14.7% | -2.5% |
| 3M | -10.5% | -19.2% | +8.7% | -10.7% |
| 6M | -5.1% | -29.3% | +24.2% | -5.4% |
| YTD | +9.0% | -18.0% | +26.9% | +8.4% |
| 1Y | +8.2% | -15.1% | +23.3% | +7.8% |
| All | +17.7% | -13.6% | +31.3% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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