+6,817.3%
ABT vs ENB
+11,245.9%
-4,428.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.0% | -2.4% | +3.4% | +1.5% |
| 30D | +11.6% | +2.5% | +9.1% | +11.0% |
| 3M | +2.3% | -5.8% | +8.1% | +3.4% |
| 6M | +32.7% | -8.5% | +41.2% | +34.9% |
| YTD | -9.6% | +3.9% | -13.5% | -10.6% |
| 1Y | -10.1% | +3.7% | -13.8% | -11.0% |
| 3Y | +25.2% | +70.1% | -44.9% | +12.4% |
| 5Y | -4.5% | +53.2% | -57.7% | -12.8% |
| 10Y | +228.3% | +100.2% | +128.1% | +178.4% |
| All | +6,817.3% | +11,245.9% | -4,428.5% | +4,175.2% |
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