+6,642.4%
ABT vs ENB
+11,799.4%
-5,156.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | +2.5% | -2.2% | +4.7% | +2.9% |
| 3M | +20.2% | -10.5% | +30.7% | +22.7% |
| 6M | -2.9% | -5.1% | +2.1% | -2.1% |
| YTD | -11.9% | +9.0% | -20.9% | -13.6% |
| 1Y | -16.5% | +8.2% | -24.8% | -18.1% |
| 3Y | +12.1% | +67.8% | -55.6% | +0.8% |
| 5Y | -7.4% | +69.4% | -76.8% | -17.1% |
| 10Y | +210.7% | +117.5% | +93.2% | +159.6% |
| All | +6,642.4% | +11,799.4% | -5,156.9% | +4,030.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling