+106.0%
ADM vs ENB
+99.3%
+6.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.1% |
| 7D | -1.8% | -2.4% | +0.6% | -0.8% |
| 30D | -13.3% | +2.5% | -15.7% | -14.3% |
| 3M | -13.4% | -5.8% | -7.6% | -11.1% |
| 6M | -9.6% | -8.5% | -1.1% | -6.2% |
| YTD | +23.0% | +3.9% | +19.1% | +20.1% |
| 1Y | +27.4% | +3.7% | +23.7% | +24.4% |
| 3Y | +5.7% | +70.1% | -64.4% | -18.8% |
| 5Y | +22.1% | +53.2% | -31.1% | -1.7% |
| 10Y | +106.0% | +100.2% | +5.8% | +38.6% |
| All | +106.0% | +99.3% | +6.7% | +38.6% |
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