+1,316.0%
ENTG vs ACM
+250.9%
+1,065.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.5% | +11.8% | +11.6% |
| 7D | +7.9% | +3.0% | +4.9% | +6.4% |
| 30D | -3.6% | +19.7% | -23.2% | -13.4% |
| 3M | +2.7% | +5.3% | -2.6% | -2.4% |
| 6M | +3.6% | -10.8% | +14.3% | +6.4% |
| YTD | +83.6% | -25.1% | +108.7% | +108.1% |
| 1Y | +84.9% | -45.8% | +130.6% | +153.7% |
| 3Y | +63.2% | -9.4% | +72.6% | +67.3% |
| 5Y | +4.9% | +4.8% | +0.1% | +0.3% |
| 10Y | +799.3% | +129.8% | +669.6% | +396.9% |
| All | +1,316.0% | +250.9% | +1,065.2% | +500.9% |
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