+162.4%
ADM vs ENB
+103.5%
+58.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -0.1% | -0.5% | +0.4% | +0.1% |
| 30D | +11.0% | -0.2% | +11.2% | +11.1% |
| 3M | +6.0% | -7.5% | +13.5% | +9.7% |
| 6M | +26.9% | -4.1% | +31.1% | +29.0% |
| YTD | +50.0% | +9.8% | +40.2% | +43.0% |
| 1Y | +39.6% | +8.7% | +30.9% | +33.6% |
| 3Y | +18.5% | +79.0% | -60.5% | -10.8% |
| 5Y | +62.6% | +69.1% | -6.5% | +25.6% |
| 10Y | +162.4% | +96.5% | +65.9% | +81.4% |
| All | +162.4% | +103.5% | +58.9% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling