+247.2%
AMAT vs ENTG
+15.6%
+231.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.2% | -1.8% | +0.4% |
| 7D | -1.5% | +2.8% | -4.3% | -3.3% |
| 30D | -14.8% | -4.7% | -10.1% | -12.7% |
| 3M | -9.3% | -0.7% | -8.5% | -9.8% |
| 6M | +27.4% | +7.7% | +19.7% | +19.3% |
| YTD | +77.6% | +65.1% | +12.5% | +26.5% |
| 1Y | +188.9% | +74.8% | +114.2% | +94.6% |
| 3Y | +202.3% | +36.9% | +165.4% | +127.2% |
| All | +247.2% | +15.6% | +231.6% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling