+215.4%
ADSK vs ENB
+92.6%
+122.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.9% |
| 7D | -2.5% | -4.7% | +2.1% | -0.3% |
| 30D | -14.9% | -5.9% | -9.0% | -12.4% |
| 3M | +3.3% | -14.2% | +17.6% | +11.2% |
| 6M | -15.7% | -8.6% | -7.1% | -12.6% |
| YTD | -28.2% | +3.9% | -32.1% | -30.7% |
| 1Y | -34.5% | +1.8% | -36.4% | -36.2% |
| 3Y | -2.9% | +68.5% | -71.4% | -29.2% |
| 5Y | -25.3% | +62.4% | -87.8% | -44.6% |
| All | +215.4% | +92.6% | +122.8% | +99.2% |
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