+1,342.9%
ENTG vs ADM
+1,279.6%
+63.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.3% | +9.0% | +10.2% |
| 7D | +7.9% | +0.1% | +7.8% | +8.0% |
| 30D | -3.6% | -11.8% | +8.3% | +1.9% |
| 3M | +2.7% | -11.3% | +14.0% | +7.5% |
| 6M | +3.6% | -10.0% | +13.6% | +6.9% |
| YTD | +83.6% | +25.9% | +57.7% | +60.5% |
| 1Y | +84.9% | +26.7% | +58.2% | +60.7% |
| 3Y | +63.2% | +8.1% | +55.1% | +45.6% |
| 5Y | +4.9% | +23.5% | -18.6% | -14.0% |
| 10Y | +799.3% | +128.2% | +671.1% | +435.0% |
| All | +1,342.9% | +1,279.6% | +63.3% | +392.7% |
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