+1,197.2%
ENTG vs ACGL
+5,878.2%
-4,681.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +7.0% |
| 7D | +2.8% | -0.7% | +3.6% | +3.1% |
| 30D | -4.7% | -1.0% | -3.7% | -4.5% |
| 3M | -0.7% | +11.0% | -11.8% | -7.6% |
| 6M | +7.7% | -0.3% | +8.0% | +5.1% |
| YTD | +65.1% | +2.3% | +62.8% | +58.2% |
| 1Y | +74.8% | +6.4% | +68.4% | +63.1% |
| 3Y | +36.9% | +34.0% | +2.9% | +9.2% |
| 5Y | +16.1% | +161.6% | -145.5% | -36.6% |
| 10Y | +740.3% | +278.6% | +461.8% | +253.4% |
| All | +1,197.2% | +5,878.2% | -4,681.0% | +163.0% |
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