+959.6%
AMAT vs ENTG
+1,131.8%
-172.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.0% |
| 7D | -14.7% | -17.1% | +2.4% | -6.6% |
| 30D | -36.1% | -23.0% | -13.1% | -27.8% |
| 3M | -36.9% | -10.2% | -26.6% | -33.7% |
| 6M | -22.2% | -17.8% | -4.4% | -14.7% |
| YTD | +29.9% | +52.4% | -22.4% | +7.0% |
| 1Y | +43.3% | +49.8% | -6.5% | +18.4% |
| 3Y | +142.7% | +42.1% | +100.5% | +100.9% |
| 5Y | +126.2% | -10.2% | +136.4% | +123.2% |
| 10Y | +1,211.7% | +756.0% | +455.8% | +454.8% |
| All | +959.6% | +1,131.8% | -172.2% | +119.1% |
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 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