+193.0%
ARM vs ENTG
+47.9%
+145.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.4% | -2.8% | -0.3% |
| 7D | -5.3% | -7.6% | +2.3% | +0.5% |
| 30D | -30.0% | -15.5% | -14.6% | -21.1% |
| 3M | -34.1% | -7.8% | -26.2% | -30.3% |
| 6M | -12.6% | -5.9% | -6.7% | -10.9% |
| YTD | +70.4% | +66.7% | +3.7% | +11.0% |
| 1Y | +22.3% | +62.1% | -39.8% | -19.3% |
| 3Y | +261.2% | +56.3% | +204.9% | +156.4% |
| All | +193.0% | +47.9% | +145.1% | +116.4% |
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