+20.1%
ENTG vs AG
+65.4%
-45.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +8.9% | +4.5% | +4.5% | +7.6% |
| 30D | -7.2% | +12.9% | -20.1% | -10.5% |
| 3M | +6.4% | +20.9% | -14.5% | +0.7% |
| 6M | +25.7% | -19.5% | +45.2% | +30.3% |
| YTD | +67.9% | +24.8% | +43.1% | +54.3% |
| 1Y | +72.4% | +120.2% | -47.9% | +36.1% |
| 3Y | +48.4% | +279.0% | -230.6% | -4.5% |
| 5Y | +20.1% | +67.9% | -47.9% | -11.7% |
| All | +20.1% | +65.4% | -45.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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