+76.7%
ENTG vs ACM
-48.7%
+125.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.4% | +2.0% |
| 7D | +8.9% | -3.7% | +12.6% | +9.8% |
| 30D | -0.8% | -12.7% | +11.8% | +2.6% |
| 3M | +6.6% | -9.8% | +16.3% | +8.9% |
| 6M | +22.1% | -31.4% | +53.5% | +42.7% |
| YTD | +70.2% | -32.1% | +102.3% | +98.7% |
| 1Y | +76.7% | -47.8% | +124.5% | +140.6% |
| All | +76.7% | -48.7% | +125.4% | +140.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling