+6,695.8%
ABT vs ENB
+11,224.5%
-4,528.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -1.3% | +1.7% | -2.9% | -1.6% |
| 30D | +6.0% | +0.7% | +5.4% | +5.9% |
| 3M | -1.9% | -5.8% | +3.9% | -0.8% |
| 6M | +31.2% | -11.3% | +42.5% | +34.1% |
| YTD | -11.2% | +3.7% | -14.9% | -12.1% |
| 1Y | -14.0% | +2.8% | -16.7% | -14.7% |
| 3Y | +20.7% | +67.7% | -47.0% | +8.6% |
| 5Y | -6.7% | +57.1% | -63.8% | -15.2% |
| 10Y | +226.3% | +106.6% | +119.7% | +175.4% |
| All | +6,695.8% | +11,224.5% | -4,528.6% | +4,101.5% |
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