+448.7%
AXP vs ENTG
+737.3%
-288.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.9% |
| 7D | +0.6% | -17.1% | +17.7% | +5.6% |
| 30D | +5.8% | -23.0% | +28.8% | +12.6% |
| 3M | -6.0% | -10.2% | +4.2% | -5.5% |
| 6M | +0.3% | -17.8% | +18.1% | 0.0% |
| YTD | -12.3% | +52.4% | -64.6% | -30.3% |
| 1Y | -11.2% | +49.8% | -61.0% | -29.4% |
| 3Y | +117.0% | +42.1% | +74.9% | +62.2% |
| 5Y | +93.2% | -10.2% | +103.4% | +59.8% |
| All | +448.7% | +737.3% | -288.6% | +107.8% |
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