+56.3%
ENTG vs ADM
+6.6%
+49.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.5% |
| 7D | -7.6% | -7.8% | +0.2% | -6.3% |
| 30D | -15.5% | -12.6% | -2.9% | -13.5% |
| 3M | -7.8% | -8.2% | +0.4% | -7.2% |
| 6M | -5.9% | -8.9% | +3.0% | -5.2% |
| YTD | +66.7% | +24.0% | +42.8% | +54.8% |
| 1Y | +62.1% | +26.2% | +35.9% | +49.6% |
| 3Y | +56.3% | +7.0% | +49.3% | +40.3% |
| All | +56.3% | +6.6% | +49.6% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 3y: compounded portfolio wealth divided by compounded ADM 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…
3y analysis · Full analysis span regression · 6 months rolling