+11.5%
ABT vs ENB
+79.6%
-68.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -3.1% | -0.5% | -2.7% | -3.0% |
| 30D | -2.1% | -0.2% | -1.9% | -2.1% |
| 3M | +17.4% | -7.5% | +24.9% | +19.7% |
| 6M | -2.4% | -4.1% | +1.7% | -1.4% |
| YTD | -14.2% | +9.8% | -24.0% | -16.6% |
| 1Y | -18.3% | +8.7% | -27.0% | -20.4% |
| 3Y | +11.5% | +79.0% | -67.5% | -3.7% |
| All | +11.5% | +79.6% | -68.1% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling