+38.9%
ENTG vs ABCL
-80.5%
+119.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +1.1% |
| 7D | -17.1% | -3.2% | -13.9% | -16.6% |
| 30D | -23.0% | -7.4% | -15.6% | -21.6% |
| 3M | -10.2% | +81.9% | -92.2% | -22.7% |
| 6M | -17.8% | +135.7% | -153.5% | -34.3% |
| YTD | +52.4% | +247.4% | -195.0% | +10.1% |
| 1Y | +49.8% | +162.3% | -112.5% | +14.4% |
| 3Y | +42.1% | +165.5% | -123.3% | +0.5% |
| 5Y | -10.2% | -21.3% | +11.0% | -25.3% |
| All | +38.9% | -80.5% | +119.4% | +27.8% |
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