+74.8%
ENTG vs AA
+63.2%
+11.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +6.9% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -4.7% | +5.0% | -9.7% | -7.0% |
| 3M | -0.7% | -35.8% | +35.1% | +14.9% |
| 6M | +7.7% | -18.4% | +26.1% | +13.2% |
| YTD | +65.1% | -5.5% | +70.5% | +60.0% |
| 1Y | +74.8% | +61.0% | +13.8% | +33.1% |
| All | +74.8% | +63.2% | +11.6% | +33.1% |
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