+1,558.2%
ADM vs ENB
+11,160.3%
-9,602.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -7.8% | -3.7% | -4.2% | -6.7% |
| 30D | -12.6% | +1.7% | -14.3% | -13.1% |
| 3M | -8.2% | -6.3% | -1.9% | -6.4% |
| 6M | -8.9% | -9.2% | +0.3% | -6.2% |
| YTD | +24.0% | +3.1% | +20.9% | +22.3% |
| 1Y | +26.2% | +3.4% | +22.8% | +24.4% |
| 3Y | +7.0% | +68.9% | -61.9% | -10.2% |
| 5Y | +24.9% | +51.7% | -26.9% | +8.4% |
| 10Y | +102.6% | +98.3% | +4.3% | +57.6% |
| All | +1,558.2% | +11,160.3% | -9,602.1% | +869.1% |
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