+3,390.7%
ADSK vs ENTG
+1,221.6%
+2,169.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.4% | +3.6% |
| 7D | -10.9% | +5.1% | -16.0% | -12.5% |
| 30D | -15.9% | -8.5% | -7.4% | -14.3% |
| 3M | -4.4% | +6.7% | -11.1% | -11.0% |
| 6M | -16.6% | +17.7% | -34.4% | -26.4% |
| YTD | -28.5% | +63.5% | -92.0% | -43.9% |
| 1Y | -34.6% | +73.6% | -108.2% | -50.5% |
| 3Y | -3.5% | +44.6% | -48.0% | -26.8% |
| 5Y | -25.6% | +16.1% | -41.7% | -41.6% |
| 10Y | +216.6% | +775.8% | -559.2% | +37.7% |
| All | +3,390.7% | +1,221.6% | +2,169.1% | +766.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling