+50.4%
AMZN vs ENTG
-0.3%
+50.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.8% |
| 7D | +2.8% | +15.2% | -12.3% | -1.8% |
| 30D | +5.0% | -3.6% | +8.6% | +4.7% |
| 3M | +0.6% | -10.0% | +10.5% | +1.6% |
| 6M | -1.3% | +1.8% | -3.1% | -8.2% |
| YTD | +15.5% | +75.5% | -60.0% | -14.9% |
| 1Y | +12.2% | +82.4% | -70.2% | -19.0% |
| 3Y | +87.0% | +58.5% | +28.5% | +29.5% |
| All | +50.4% | -0.3% | +50.7% | +20.1% |
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