-10.2%
ADSK vs ENB
+9.4%
-19.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.3% | +7.4% | +7.0% |
| 7D | +11.4% | +0.5% | +11.0% | +11.5% |
| 30D | +21.9% | +6.0% | +16.0% | +22.8% |
| 3M | +13.9% | -7.4% | +21.3% | +12.8% |
| 6M | +9.1% | -8.5% | +17.6% | +8.0% |
| YTD | -8.8% | +6.1% | -14.9% | -6.9% |
| 1Y | -10.2% | +9.4% | -19.6% | -8.9% |
| All | -10.2% | +9.4% | -19.6% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling