+270.5%
ADP vs ENB
+103.5%
+167.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.8% |
| 7D | -5.5% | -0.5% | -5.0% | -5.3% |
| 30D | -1.2% | -0.2% | -1.0% | -1.2% |
| 3M | +17.9% | -7.5% | +25.4% | +21.5% |
| 6M | +20.3% | -4.1% | +24.5% | +21.9% |
| YTD | +5.8% | +9.8% | -4.0% | +0.5% |
| 1Y | -7.7% | +8.7% | -16.4% | -12.0% |
| 3Y | +14.7% | +79.0% | -64.3% | -13.8% |
| 5Y | +45.8% | +69.1% | -23.3% | +11.5% |
| 10Y | +270.5% | +96.5% | +174.0% | +140.8% |
| All | +270.5% | +103.5% | +167.0% | +140.8% |
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