+64.7%
ENTG vs ALLY
+64.0%
+0.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.2% |
| 7D | +22.8% | -2.1% | +25.0% | +24.7% |
| 30D | -4.9% | +2.0% | -6.9% | -6.6% |
| 3M | -4.8% | -13.3% | +8.5% | +4.4% |
| 6M | +5.6% | -9.9% | +15.5% | +12.6% |
| YTD | +82.4% | -13.5% | +95.9% | +99.3% |
| 1Y | +82.9% | -2.8% | +85.7% | +84.1% |
| All | +64.7% | +64.0% | +0.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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