+58.5%
ENTG vs ALLE
+94.0%
-35.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -4.5% |
| 7D | +15.2% | +3.6% | +11.6% | +12.5% |
| 30D | -3.6% | +25.9% | -29.5% | -19.9% |
| 3M | -10.0% | +15.8% | -25.7% | -19.9% |
| 6M | +1.8% | +48.1% | -46.3% | -28.0% |
| YTD | +75.5% | +22.0% | +53.5% | +47.1% |
| 1Y | +82.4% | +18.0% | +64.4% | +57.7% |
| 3Y | +58.5% | +93.1% | -34.6% | -11.9% |
| All | +58.5% | +94.0% | -35.5% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling