+1,321.9%
AMAT vs ENTG
+757.2%
+564.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.0% | 0.0% |
| 7D | +11.4% | +15.2% | -3.8% | +0.6% |
| 30D | -17.0% | -3.6% | -13.4% | -15.2% |
| 3M | -30.6% | -10.0% | -20.7% | -26.1% |
| 6M | -14.9% | +1.8% | -16.7% | -18.3% |
| YTD | +44.7% | +75.5% | -30.8% | -7.6% |
| 1Y | +66.9% | +82.4% | -15.5% | +2.7% |
| 3Y | +153.3% | +58.5% | +94.8% | +57.8% |
| 5Y | +146.2% | +0.4% | +145.9% | +102.1% |
| All | +1,321.9% | +757.2% | +564.7% | +137.1% |
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