-59.6%
ACHR vs ENTG
+57.0%
-116.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.8% | -3.1% | -4.9% |
| 7D | -9.2% | +15.2% | -24.4% | -16.1% |
| 30D | -1.0% | -3.6% | +2.7% | -0.5% |
| 3M | -42.2% | -10.0% | -32.2% | -40.4% |
| 6M | -38.2% | +1.8% | -40.0% | -43.8% |
| YTD | -46.4% | +75.5% | -121.9% | -66.2% |
| 1Y | -49.4% | +82.4% | -131.8% | -68.8% |
| 3Y | -22.5% | +58.5% | -81.0% | -50.4% |
| 5Y | -29.8% | +0.4% | -30.1% | -47.5% |
| All | -59.6% | +57.0% | -116.6% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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