+20.1%
ENTG vs ADM
+64.4%
-44.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +8.9% | -0.1% | +9.0% | +9.0% |
| 30D | -7.2% | +11.0% | -18.3% | -10.6% |
| 3M | +6.4% | +6.0% | +0.4% | +3.9% |
| 6M | +25.7% | +26.9% | -1.2% | +14.6% |
| YTD | +67.9% | +50.0% | +17.9% | +44.5% |
| 1Y | +72.4% | +39.6% | +32.8% | +51.4% |
| 3Y | +48.4% | +18.5% | +29.9% | +35.0% |
| 5Y | +20.1% | +62.6% | -42.5% | -3.9% |
| All | +20.1% | +64.4% | -44.4% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling