+66.3%
ENTG vs ABCL
-81.0%
+147.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.1% |
| 7D | +22.8% | +4.4% | +18.4% | +21.6% |
| 30D | -4.9% | -7.9% | +3.0% | -3.1% |
| 3M | -4.8% | +12.2% | -17.0% | -7.8% |
| 6M | +5.6% | +134.7% | -129.2% | -15.6% |
| YTD | +82.4% | +239.8% | -157.4% | +32.3% |
| 1Y | +82.9% | +192.7% | -109.8% | +36.8% |
| 3Y | +62.1% | +187.6% | -125.5% | +12.9% |
| 5Y | +4.3% | -22.6% | +26.9% | -12.8% |
| All | +66.3% | -81.0% | +147.2% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling