+1,145.0%
ENTG vs ALLY
+98.1%
+1,046.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.4% |
| 7D | -17.1% | +0.9% | -18.0% | -17.6% |
| 30D | -23.0% | +3.1% | -26.1% | -24.5% |
| 3M | -10.2% | -12.6% | +2.3% | -4.6% |
| 6M | -17.8% | -12.4% | -5.3% | -12.5% |
| YTD | +52.4% | -13.2% | +65.5% | +62.6% |
| 1Y | +49.8% | +1.8% | +48.0% | +47.8% |
| 3Y | +42.1% | +58.0% | -15.8% | +13.3% |
| 5Y | -10.2% | -8.4% | -1.8% | -11.0% |
| 10Y | +756.0% | +195.3% | +560.7% | +388.5% |
| All | +1,145.0% | +98.1% | +1,046.9% | +653.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling