+770.1%
ENTG vs ALK
-37.5%
+807.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.1% | +2.4% | +6.5% |
| 7D | -7.6% | +8.9% | -16.5% | -11.0% |
| 30D | -15.5% | +5.9% | -21.4% | -18.2% |
| 3M | -7.8% | -16.5% | +8.7% | -1.6% |
| 6M | -5.9% | +2.1% | -8.0% | -8.0% |
| YTD | +66.7% | -17.1% | +83.8% | +75.4% |
| 1Y | +62.1% | -2.9% | +65.0% | +59.9% |
| 3Y | +56.3% | +24.5% | +31.8% | +35.3% |
| 5Y | -3.8% | -29.1% | +25.3% | +1.2% |
| 10Y | +770.1% | -39.1% | +809.2% | +808.1% |
| All | +770.1% | -37.5% | +807.5% | +808.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling