+54.8%
ENTG vs ADVB
-97.1%
+151.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +10.0% | +1.3% | +11.1% |
| 7D | +7.9% | +10.5% | -2.5% | +7.7% |
| 30D | -3.6% | -56.0% | +52.5% | -2.9% |
| 3M | +2.7% | -70.1% | +72.9% | +3.6% |
| 6M | +3.6% | -53.7% | +57.2% | +1.1% |
| YTD | +83.6% | -60.3% | +143.9% | +77.8% |
| 1Y | +84.9% | -73.1% | +158.0% | +84.1% |
| All | +54.8% | -97.1% | +151.9% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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