+770.1%
ENTG vs ACM
+147.1%
+622.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.2% | +4.2% | +6.4% |
| 7D | -7.6% | +6.9% | -14.5% | -11.0% |
| 30D | -15.5% | +19.1% | -34.5% | -23.8% |
| 3M | -7.8% | -6.9% | -0.9% | -5.9% |
| 6M | -5.9% | -12.0% | +6.1% | -2.0% |
| YTD | +66.7% | -25.1% | +91.9% | +90.9% |
| 1Y | +62.1% | -45.4% | +107.5% | +126.6% |
| 3Y | +56.3% | -6.9% | +63.2% | +58.7% |
| 5Y | -3.8% | +3.7% | -7.6% | -7.0% |
| 10Y | +770.1% | +135.8% | +634.3% | +449.3% |
| All | +770.1% | +147.1% | +622.9% | +449.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling