+44.6%
ENTG vs ADM
+20.7%
+23.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.1% |
| 7D | +2.8% | +3.8% | -0.9% | +2.0% |
| 30D | -4.7% | +9.8% | -14.4% | -6.8% |
| 3M | -0.7% | +2.1% | -2.9% | -1.2% |
| 6M | +7.7% | +27.5% | -19.8% | +1.0% |
| YTD | +65.1% | +50.2% | +14.9% | +49.0% |
| 1Y | +74.8% | +40.6% | +34.2% | +59.8% |
| All | +44.6% | +20.7% | +23.9% | +30.4% |
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