+4,494.7%
ADSK vs ENB
+11,813.6%
-7,318.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.4% |
| 7D | -14.5% | -0.3% | -14.2% | -14.4% |
| 30D | -19.3% | -1.1% | -18.2% | -19.0% |
| 3M | -7.8% | -8.5% | +0.7% | -5.1% |
| 6M | -20.8% | -4.5% | -16.2% | -19.9% |
| YTD | -30.2% | +9.1% | -39.3% | -32.9% |
| 1Y | -36.5% | +8.0% | -44.4% | -38.7% |
| 3Y | -5.7% | +77.8% | -83.6% | -24.6% |
| 5Y | -28.2% | +69.4% | -97.5% | -41.5% |
| 10Y | +209.1% | +100.5% | +108.7% | +131.3% |
| All | +4,494.7% | +11,813.6% | -7,318.9% | +1,929.5% |
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 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