+65.7%
ENTG vs AA
+13.9%
+51.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.8% | -9.2% | -7.4% |
| 7D | -10.3% | +0.9% | -11.2% | -10.7% |
| 30D | -14.4% | -6.4% | -7.9% | -12.3% |
| 3M | -1.1% | -13.0% | +11.8% | +2.9% |
| 6M | +3.0% | -34.6% | +37.6% | +18.1% |
| YTD | +70.1% | -23.0% | +93.1% | +75.7% |
| 1Y | +65.7% | +16.0% | +49.8% | +38.2% |
| All | +65.7% | +13.9% | +51.8% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling