+1,097.4%
ENTG vs ALK
+524.2%
+573.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | -17.1% | +9.0% | -26.2% | -20.7% |
| 30D | -23.0% | -1.6% | -21.4% | -23.3% |
| 3M | -10.2% | -23.2% | +13.0% | -0.6% |
| 6M | -17.8% | -3.9% | -13.9% | -17.8% |
| YTD | +52.4% | -22.6% | +75.0% | +65.3% |
| 1Y | +49.8% | -5.3% | +55.1% | +48.7% |
| 3Y | +42.1% | +18.6% | +23.6% | +22.9% |
| 5Y | -10.2% | -34.4% | +24.2% | -0.2% |
| 10Y | +756.0% | -40.8% | +796.8% | +730.0% |
| All | +1,097.4% | +524.2% | +573.2% | +192.1% |
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 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