+42.1%
ENTG vs ABCL
+156.0%
-113.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +1.0% |
| 7D | -17.1% | -3.2% | -13.9% | -16.5% |
| 30D | -23.0% | -7.4% | -15.6% | -21.5% |
| 3M | -10.2% | +81.9% | -92.2% | -23.7% |
| 6M | -17.8% | +135.7% | -153.5% | -36.0% |
| YTD | +52.4% | +247.4% | -195.0% | +5.3% |
| 1Y | +49.8% | +162.3% | -112.5% | +10.4% |
| 3Y | +42.1% | +165.5% | -123.3% | -7.6% |
| All | +42.1% | +156.0% | -113.9% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling