+1,162.1%
AMAT vs ENTG
+737.3%
+424.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.4% |
| 7D | -14.7% | -17.1% | +2.4% | -2.3% |
| 30D | -36.1% | -23.0% | -13.1% | -23.5% |
| 3M | -36.9% | -10.2% | -26.6% | -32.8% |
| 6M | -22.2% | -17.8% | -4.4% | -12.9% |
| YTD | +29.9% | +52.4% | -22.4% | -8.0% |
| 1Y | +43.3% | +49.8% | -6.5% | +1.6% |
| 3Y | +142.7% | +42.1% | +100.5% | +63.6% |
| 5Y | +126.2% | -10.2% | +136.4% | +100.5% |
| All | +1,162.1% | +737.3% | +424.8% | +137.9% |
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