-3.3%
ADSK vs ENB
+69.7%
-72.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.3% | +3.1% |
| 7D | -10.9% | -4.6% | -6.4% | -10.2% |
| 30D | -15.9% | -5.2% | -10.7% | -15.1% |
| 3M | -4.4% | -13.4% | +9.0% | -1.8% |
| 6M | -16.6% | -7.8% | -8.8% | -15.8% |
| YTD | -28.5% | +4.9% | -33.4% | -30.4% |
| 1Y | -34.6% | +3.2% | -37.9% | -36.1% |
| All | -3.3% | +69.7% | -72.9% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling