+65.7%
ENTG vs ACGL
+28.7%
+37.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.7% | -9.2% | -3.2% |
| 7D | -10.3% | +8.0% | -18.3% | -1.4% |
| 30D | -14.4% | +17.3% | -31.6% | +4.3% |
| 3M | -1.1% | +11.2% | -12.3% | +14.4% |
| 6M | +3.0% | +18.2% | -15.2% | +29.5% |
| YTD | +70.1% | +15.4% | +54.7% | +114.7% |
| 1Y | +65.7% | +26.5% | +39.2% | +113.4% |
| All | +65.7% | +28.7% | +37.0% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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