-34.5%
ADSK vs ENB
+2.1%
-36.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.3% |
| 7D | -2.5% | -4.7% | +2.1% | -3.0% |
| 30D | -14.9% | -5.9% | -9.0% | -15.4% |
| 3M | +3.3% | -14.2% | +17.6% | +1.8% |
| 6M | -15.7% | -8.6% | -7.1% | -16.4% |
| YTD | -28.2% | +3.9% | -32.1% | -28.0% |
| 1Y | -34.5% | +1.8% | -36.4% | -34.5% |
| All | -34.5% | +2.1% | -36.6% | -34.5% |
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