+237.4%
ENTG vs ALC
+31.8%
+205.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.8% |
| 7D | -17.1% | +4.9% | -22.0% | -19.9% |
| 30D | -23.0% | +19.0% | -42.0% | -31.8% |
| 3M | -10.2% | +7.8% | -18.0% | -16.1% |
| 6M | -17.8% | +14.6% | -32.3% | -27.4% |
| YTD | +52.4% | -4.4% | +56.8% | +50.9% |
| 1Y | +49.8% | +1.4% | +48.4% | +41.9% |
| 3Y | +42.1% | +2.5% | +39.6% | +31.8% |
| 5Y | -10.2% | -10.9% | +0.7% | -9.7% |
| All | +237.4% | +31.8% | +205.6% | +158.6% |
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