+65.7%
ENTG vs ALK
-1.1%
+66.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.8% | -15.2% | -10.5% |
| 7D | -10.3% | +12.4% | -22.7% | -15.9% |
| 30D | -14.4% | +2.1% | -16.4% | -15.7% |
| 3M | -1.1% | -23.9% | +22.8% | +14.3% |
| 6M | +3.0% | +8.2% | -5.3% | -1.9% |
| YTD | +70.1% | -20.5% | +90.6% | +79.3% |
| 1Y | +65.7% | -1.0% | +66.8% | +40.3% |
| All | +65.7% | -1.1% | +66.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling