+288.6%
ENTG vs ALC
+30.4%
+258.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.2% | -7.0% | -5.7% |
| 7D | +15.2% | -1.1% | +16.3% | +15.6% |
| 30D | -3.6% | +16.0% | -19.7% | -13.5% |
| 3M | -10.0% | +0.8% | -10.8% | -12.3% |
| 6M | +1.8% | +16.8% | -15.0% | -11.6% |
| YTD | +75.5% | -5.5% | +81.0% | +74.5% |
| 1Y | +82.4% | -5.3% | +87.7% | +81.0% |
| 3Y | +58.5% | +4.1% | +54.4% | +44.9% |
| 5Y | +0.4% | -7.1% | +7.4% | -1.8% |
| All | +288.6% | +30.4% | +258.2% | +199.0% |
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