+16.2%
ENTG vs ALK
-25.3%
+41.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.6% | +5.3% |
| 7D | +2.8% | -0.7% | +3.5% | +3.2% |
| 30D | -4.7% | -19.2% | +14.6% | +7.1% |
| 3M | -0.7% | -1.5% | +0.8% | -0.1% |
| 6M | +7.7% | -13.1% | +20.8% | +14.4% |
| YTD | +65.1% | -16.4% | +81.5% | +76.7% |
| 1Y | +74.8% | -33.1% | +107.9% | +109.5% |
| 3Y | +36.9% | +0.6% | +36.3% | +20.0% |
| All | +16.2% | -25.3% | +41.5% | +13.3% |
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 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