+234.1%
ABT vs ENB
+109.5%
+124.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.3% | +3.1% | -4.4% | -2.3% |
| 30D | +6.0% | +2.1% | +3.9% | +5.3% |
| 3M | -1.9% | -4.4% | +2.6% | -0.5% |
| 6M | +31.2% | -10.1% | +41.2% | +35.5% |
| YTD | -11.2% | +5.2% | -16.4% | -13.2% |
| 1Y | -14.0% | +4.2% | -18.2% | -15.6% |
| 3Y | +20.7% | +70.1% | -49.4% | 0.0% |
| 5Y | -6.7% | +59.4% | -66.1% | -21.3% |
| All | +234.1% | +109.5% | +124.7% | +137.1% |
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