+0.2%
ENTG vs ALK
-31.3%
+31.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.0% |
| 7D | +15.2% | -1.2% | +16.4% | +15.9% |
| 30D | -3.6% | +7.7% | -11.3% | -9.0% |
| 3M | -10.0% | -19.0% | +9.0% | -0.2% |
| 6M | +1.8% | -0.2% | +2.0% | -0.5% |
| YTD | +75.5% | -23.5% | +99.0% | +94.7% |
| 1Y | +82.4% | -9.1% | +91.5% | +82.7% |
| 3Y | +58.5% | +12.0% | +46.5% | +23.4% |
| All | +0.2% | -31.3% | +31.6% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling