+11,904.6%
ADP vs ENB
+11,039.2%
+865.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.6% |
| 7D | +3.2% | -5.2% | +8.4% | +4.6% |
| 30D | +14.9% | +2.2% | +12.7% | +14.3% |
| 3M | +11.6% | -8.1% | +19.7% | +13.9% |
| 6M | +48.5% | -11.2% | +59.6% | +52.6% |
| YTD | +20.6% | +2.0% | +18.6% | +19.3% |
| 1Y | +23.7% | +4.1% | +19.6% | +21.7% |
| 3Y | +47.8% | +64.7% | -16.9% | +29.0% |
| 5Y | +47.7% | +46.6% | +1.1% | +32.4% |
| 10Y | +324.0% | +102.7% | +221.3% | +244.5% |
| All | +11,904.6% | +11,039.2% | +865.4% | +6,344.7% |
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