+1,210.4%
ENTG vs ADM
+1,258.6%
-48.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.5% |
| 7D | -7.6% | -7.8% | +0.2% | -4.2% |
| 30D | -15.5% | -12.6% | -2.9% | -10.4% |
| 3M | -7.8% | -8.2% | +0.4% | -5.4% |
| 6M | -5.9% | -8.9% | +3.0% | -3.6% |
| YTD | +66.7% | +24.0% | +42.8% | +46.7% |
| 1Y | +62.1% | +26.2% | +35.9% | +40.9% |
| 3Y | +56.3% | +7.0% | +49.3% | +40.0% |
| 5Y | -3.8% | +24.9% | -28.7% | -21.7% |
| 10Y | +770.1% | +102.6% | +667.4% | +444.7% |
| All | +1,210.4% | +1,258.6% | -48.2% | +350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling