+1,197.2%
ENTG vs ALB
+1,616.6%
-419.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.4% | +10.6% | +8.6% |
| 7D | +2.8% | -8.1% | +10.9% | +7.4% |
| 30D | -4.7% | +6.3% | -10.9% | -8.8% |
| 3M | -0.7% | -23.6% | +22.8% | +14.3% |
| 6M | +7.7% | -24.6% | +32.3% | +21.9% |
| YTD | +65.1% | -10.3% | +75.3% | +66.2% |
| 1Y | +74.8% | +61.5% | +13.3% | +21.7% |
| 3Y | +36.9% | -34.0% | +70.9% | +38.3% |
| 5Y | +16.1% | -44.6% | +60.7% | +21.8% |
| 10Y | +740.3% | +76.1% | +664.2% | +239.1% |
| All | +1,197.2% | +1,616.6% | -419.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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