+65.7%
ENTG vs ALLE
+18.6%
+47.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.8% | -8.2% | -7.0% |
| 7D | -10.3% | +6.7% | -17.0% | -12.2% |
| 30D | -14.4% | +25.4% | -39.7% | -21.8% |
| 3M | -1.1% | +16.9% | -18.0% | -5.9% |
| 6M | +3.0% | +46.6% | -43.6% | -16.1% |
| YTD | +70.1% | +22.4% | +47.7% | +53.3% |
| 1Y | +65.7% | +17.7% | +48.0% | +56.7% |
| All | +65.7% | +18.6% | +47.2% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling