-2.9%
ADSK vs ENTG
+45.4%
-48.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | -2.5% | +1.2% | -3.7% | -2.7% |
| 30D | -14.9% | -12.9% | -2.0% | -13.8% |
| 3M | +3.3% | -3.1% | +6.4% | +1.8% |
| 6M | -15.7% | +21.0% | -36.7% | -21.9% |
| YTD | -28.2% | +67.0% | -95.3% | -39.4% |
| 1Y | -34.5% | +68.6% | -103.2% | -45.6% |
| 3Y | -2.9% | +48.6% | -51.5% | -24.0% |
| All | -2.9% | +45.4% | -48.3% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling