+1,259.4%
ENTG vs AG
+288.7%
+970.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | 0.0% |
| 7D | -9.3% | +6.0% | -15.2% | -10.3% |
| 30D | -16.4% | -13.5% | -2.8% | -14.1% |
| 3M | -3.8% | -20.7% | +16.8% | 0.0% |
| 6M | -6.9% | -31.5% | +24.6% | -0.8% |
| YTD | +65.0% | -10.1% | +75.1% | +65.4% |
| 1Y | +61.7% | +26.0% | +35.7% | +52.5% |
| 3Y | +46.6% | +228.9% | -182.2% | +12.3% |
| 5Y | -2.7% | +8.7% | -11.4% | -14.1% |
| 10Y | +743.3% | +71.9% | +671.4% | +501.4% |
| All | +1,259.4% | +288.7% | +970.6% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling