+1,908.9%
ADM vs ENB
+11,799.4%
-9,890.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | +9.8% | -2.2% | +12.0% | +10.6% |
| 3M | +2.1% | -10.5% | +12.6% | +5.8% |
| 6M | +27.5% | -5.1% | +32.6% | +29.4% |
| YTD | +50.2% | +9.0% | +41.3% | +45.7% |
| 1Y | +40.6% | +8.2% | +32.4% | +36.6% |
| 3Y | +17.2% | +67.8% | -50.5% | -1.4% |
| 5Y | +61.9% | +69.4% | -7.5% | +35.9% |
| 10Y | +159.3% | +117.5% | +41.8% | +95.9% |
| All | +1,908.9% | +11,799.4% | -9,890.5% | +1,054.3% |
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