+1,075.1%
ENTG vs ACM
+233.3%
+841.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -17.1% | +5.4% | -22.5% | -19.7% |
| 30D | -23.0% | +15.1% | -38.1% | -29.4% |
| 3M | -10.2% | -10.5% | +0.2% | -6.6% |
| 6M | -17.8% | -19.7% | +1.9% | -10.0% |
| YTD | +52.4% | -28.8% | +81.2% | +77.8% |
| 1Y | +49.8% | -47.9% | +97.7% | +110.1% |
| 3Y | +42.1% | -12.4% | +54.5% | +48.5% |
| 5Y | -10.2% | +0.6% | -10.8% | -12.1% |
| 10Y | +756.0% | +161.3% | +594.7% | +335.9% |
| All | +1,075.1% | +233.3% | +841.8% | +413.4% |
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