+0.2%
ENTG vs ALLY
-10.0%
+10.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.3% |
| 7D | +15.2% | +0.4% | +14.8% | +15.0% |
| 30D | -3.6% | +5.2% | -8.9% | -7.3% |
| 3M | -10.0% | -13.3% | +3.4% | -1.9% |
| 6M | +1.8% | -6.7% | +8.4% | +5.8% |
| YTD | +75.5% | -12.8% | +88.3% | +90.0% |
| 1Y | +82.4% | +0.7% | +81.7% | +79.8% |
| 3Y | +58.5% | +65.2% | -6.7% | +12.2% |
| All | +0.2% | -10.0% | +10.2% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling