-9.4%
ABT vs ENB
+68.4%
-77.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -4.7% | -0.3% | -4.4% | -4.7% |
| 30D | -3.1% | -1.1% | -2.1% | -2.8% |
| 3M | +16.1% | -8.5% | +24.6% | +19.5% |
| 6M | -5.3% | -4.5% | -0.8% | -4.1% |
| YTD | -14.4% | +9.1% | -23.5% | -17.5% |
| 1Y | -18.4% | +8.0% | -26.4% | -21.0% |
| 3Y | +11.2% | +77.8% | -66.6% | -11.3% |
| 5Y | -9.4% | +69.4% | -78.7% | -24.3% |
| All | -9.4% | +68.4% | -77.8% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling