+1,197.2%
ENTG vs ADM
+1,545.9%
-348.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.0% |
| 7D | +2.8% | +3.8% | -0.9% | +0.9% |
| 30D | -4.7% | +9.8% | -14.4% | -9.3% |
| 3M | -0.7% | +2.1% | -2.9% | -2.5% |
| 6M | +7.7% | +27.5% | -19.8% | -5.8% |
| YTD | +65.1% | +50.2% | +14.9% | +33.8% |
| 1Y | +74.8% | +40.6% | +34.2% | +45.1% |
| 3Y | +36.9% | +17.2% | +19.7% | +18.5% |
| 5Y | +16.1% | +61.9% | -45.8% | -16.0% |
| 10Y | +740.3% | +159.3% | +581.1% | +370.6% |
| All | +1,197.2% | +1,545.9% | -348.7% | +310.7% |
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