+271.7%
ENTG vs ALC
+21.6%
+250.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.9% |
| 7D | +8.9% | -3.7% | +12.6% | +11.4% |
| 30D | -7.2% | -3.7% | -3.5% | -5.5% |
| 3M | +6.4% | +4.6% | +1.9% | +1.5% |
| 6M | +25.7% | -14.6% | +40.3% | +35.9% |
| YTD | +67.9% | -11.9% | +79.7% | +77.6% |
| 1Y | +72.4% | -13.1% | +85.5% | +83.8% |
| 3Y | +48.4% | -15.0% | +63.4% | +58.5% |
| 5Y | +20.1% | -16.2% | +36.3% | +27.4% |
| All | +271.7% | +21.6% | +250.1% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling