+1,196.5%
ENTG vs ALB
+1,194.8%
+1.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.2% | +1.3% |
| 7D | -9.3% | +5.3% | -14.5% | -12.5% |
| 30D | -16.4% | -6.3% | -10.1% | -13.9% |
| 3M | -3.8% | -27.4% | +23.6% | +12.5% |
| 6M | -6.9% | -53.1% | +46.2% | +38.9% |
| YTD | +65.0% | -32.3% | +97.3% | +92.1% |
| 1Y | +61.7% | -7.3% | +69.0% | +55.4% |
| 3Y | +46.6% | -14.9% | +61.6% | +25.6% |
| 5Y | -2.7% | -62.0% | +59.3% | +26.0% |
| 10Y | +743.3% | +33.0% | +710.3% | +294.9% |
| All | +1,196.5% | +1,194.8% | +1.7% | +38.9% |
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