+52.0%
ENTG vs ABCL
-79.5%
+131.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.2% | +4.2% | +8.3% |
| 7D | -7.6% | +12.4% | -20.0% | -9.8% |
| 30D | -15.5% | -0.4% | -15.1% | -15.2% |
| 3M | -7.8% | +80.4% | -88.2% | -20.5% |
| 6M | -5.9% | +138.5% | -144.5% | -24.9% |
| YTD | +66.7% | +265.5% | -198.7% | +19.2% |
| 1Y | +62.1% | +219.7% | -157.6% | +19.1% |
| 3Y | +56.3% | +209.4% | -153.2% | +7.3% |
| 5Y | -3.8% | -15.0% | +11.2% | -21.0% |
| All | +52.0% | -79.5% | +131.5% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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