+265.5%
ENTG vs ALC
+24.0%
+241.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.3% | +7.6% |
| 7D | +2.8% | -2.1% | +4.9% | +4.1% |
| 30D | -4.7% | -0.1% | -4.6% | -5.1% |
| 3M | -0.7% | +5.9% | -6.6% | -6.0% |
| 6M | +7.7% | -15.9% | +23.6% | +18.1% |
| YTD | +65.1% | -10.1% | +75.2% | +72.5% |
| 1Y | +74.8% | -10.2% | +85.0% | +82.4% |
| 3Y | +36.9% | -13.6% | +50.5% | +44.7% |
| 5Y | +16.1% | -15.1% | +31.2% | +22.2% |
| All | +265.5% | +24.0% | +241.5% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling