+197.1%
ABT vs ENB
+92.6%
+104.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -5.9% | -4.7% | -1.2% | -4.4% |
| 30D | -8.1% | -5.9% | -2.2% | -6.3% |
| 3M | +14.5% | -14.2% | +28.8% | +20.2% |
| 6M | -6.3% | -8.6% | +2.3% | -3.8% |
| YTD | -17.1% | +3.9% | -21.0% | -18.6% |
| 1Y | -21.4% | +1.8% | -23.2% | -22.3% |
| 3Y | +5.9% | +68.5% | -62.6% | -12.1% |
| 5Y | -12.8% | +62.4% | -75.2% | -27.1% |
| All | +197.1% | +92.6% | +104.6% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling