+1,248.8%
ENTG vs ALLY
+124.8%
+1,123.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.8% | +6.0% |
| 7D | +2.8% | +3.7% | -0.8% | +1.0% |
| 30D | -4.7% | -2.3% | -2.4% | -3.6% |
| 3M | -0.7% | +3.8% | -4.6% | -2.4% |
| 6M | +7.7% | +9.7% | -2.0% | +3.2% |
| YTD | +65.1% | -1.4% | +66.5% | +66.3% |
| 1Y | +74.8% | +8.2% | +66.6% | +68.4% |
| 3Y | +36.9% | +66.5% | -29.6% | +6.1% |
| 5Y | +16.1% | +1.2% | +14.9% | +9.4% |
| 10Y | +740.3% | +191.4% | +548.9% | +376.1% |
| All | +1,248.8% | +124.8% | +1,123.9% | +671.2% |
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