+1,186.7%
ENTG vs AGI
+5,381.0%
-4,194.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | +8.9% | +4.4% | +4.6% | +8.5% |
| 30D | -7.2% | +10.0% | -17.2% | -8.1% |
| 3M | +6.4% | +1.7% | +4.7% | +6.0% |
| 6M | +25.7% | -26.8% | +52.5% | +28.8% |
| YTD | +67.9% | -5.3% | +73.2% | +67.9% |
| 1Y | +72.4% | +11.5% | +60.9% | +69.9% |
| 3Y | +48.4% | +212.9% | -164.5% | +33.5% |
| 5Y | +20.1% | +388.8% | -368.7% | +3.6% |
| 10Y | +768.2% | +383.6% | +384.6% | +616.8% |
| All | +1,186.7% | +5,381.0% | -4,194.3% | +854.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling