+1,197.2%
ENTG vs ALK
+573.9%
+623.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.6% | +5.5% |
| 7D | +2.8% | -0.7% | +3.5% | +3.2% |
| 30D | -4.7% | -19.2% | +14.6% | +4.6% |
| 3M | -0.7% | -1.5% | +0.8% | -0.2% |
| 6M | +7.7% | -13.1% | +20.8% | +13.4% |
| YTD | +65.1% | -16.4% | +81.5% | +75.4% |
| 1Y | +74.8% | -33.1% | +107.9% | +103.7% |
| 3Y | +36.9% | +0.6% | +36.3% | +28.4% |
| 5Y | +16.1% | -26.4% | +42.5% | +23.5% |
| 10Y | +740.3% | -34.2% | +774.5% | +685.7% |
| All | +1,197.2% | +573.9% | +623.4% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling