+45.5%
ENTG vs AGI
+204.0%
-158.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.1% |
| 7D | +5.1% | -5.3% | +10.4% | +6.5% |
| 30D | -8.5% | +6.8% | -15.3% | -10.2% |
| 3M | +6.7% | +8.3% | -1.6% | +3.6% |
| 6M | +17.7% | -29.2% | +47.0% | +25.1% |
| YTD | +63.5% | -7.3% | +70.7% | +64.8% |
| 1Y | +73.6% | +8.0% | +65.5% | +69.5% |
| All | +45.5% | +204.0% | -158.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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