+1,173.0%
ENTG vs ACM
+230.8%
+942.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.4% |
| 7D | +2.8% | -3.7% | +6.6% | +5.2% |
| 30D | -4.7% | -11.1% | +6.4% | +0.4% |
| 3M | -0.7% | -8.0% | +7.3% | +1.5% |
| 6M | +7.7% | -29.7% | +37.4% | +28.7% |
| YTD | +65.1% | -29.4% | +94.4% | +95.1% |
| 1Y | +74.8% | -46.4% | +121.2% | +143.8% |
| 3Y | +36.9% | -22.3% | +59.2% | +54.7% |
| 5Y | +16.1% | +4.5% | +11.6% | +11.6% |
| 10Y | +740.3% | +127.6% | +612.7% | +367.3% |
| All | +1,173.0% | +230.8% | +942.3% | +463.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling