+811.7%
ENTG vs ACM
+124.8%
+687.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.4% | +3.2% |
| 7D | +8.9% | -3.7% | +12.6% | +11.3% |
| 30D | -0.8% | -12.7% | +11.8% | +5.5% |
| 3M | +6.6% | -9.8% | +16.3% | +10.1% |
| 6M | +22.1% | -31.4% | +53.5% | +49.0% |
| YTD | +70.2% | -32.1% | +102.3% | +107.0% |
| 1Y | +76.7% | -47.8% | +124.5% | +153.9% |
| 3Y | +50.5% | -22.1% | +72.6% | +70.3% |
| 5Y | +21.8% | +1.8% | +20.0% | +20.2% |
| 10Y | +811.7% | +132.5% | +679.2% | +488.6% |
| All | +811.7% | +124.8% | +687.0% | +488.6% |
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