+53.2%
ADP vs ENB
+69.5%
-16.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +2.8% | -2.2% | +5.0% | +3.5% |
| 3M | +20.9% | -10.5% | +31.4% | +25.5% |
| 6M | +29.9% | -5.1% | +34.9% | +31.7% |
| YTD | +9.6% | +9.0% | +0.7% | +5.0% |
| 1Y | -5.3% | +8.2% | -13.5% | -9.1% |
| 3Y | +16.5% | +67.8% | -51.3% | -8.2% |
| All | +53.2% | +69.5% | -16.3% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling