+1,097.4%
ENTG vs ACGL
+6,437.6%
-5,340.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +4.0% |
| 7D | -17.1% | +0.9% | -18.0% | -17.6% |
| 30D | -23.0% | +13.7% | -36.7% | -28.1% |
| 3M | -10.2% | +8.0% | -18.3% | -14.5% |
| 6M | -17.8% | +13.3% | -31.0% | -24.9% |
| YTD | +52.4% | +11.8% | +40.5% | +38.7% |
| 1Y | +49.8% | +22.2% | +27.5% | +30.2% |
| 3Y | +42.1% | +32.5% | +9.7% | +13.9% |
| 5Y | -10.2% | +160.2% | -170.4% | -50.9% |
| 10Y | +756.0% | +338.5% | +417.5% | +232.3% |
| All | +1,097.4% | +6,437.6% | -5,340.2% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling