+803.5%
ENTG vs ALM
+1,942.8%
-1,139.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.3% |
| 7D | +22.8% | -4.0% | +26.8% | +23.1% |
| 30D | -4.9% | -30.5% | +25.6% | -2.7% |
| 3M | -4.8% | -46.9% | +42.1% | -1.4% |
| 6M | +5.6% | -65.5% | +71.1% | +11.2% |
| YTD | +82.4% | -13.4% | +95.8% | +86.3% |
| 1Y | +82.9% | +9.8% | +73.1% | +85.3% |
| 3Y | +62.1% | +783.1% | -721.0% | +54.4% |
| 5Y | +4.3% | +378.3% | -374.0% | -0.1% |
| All | +803.5% | +1,942.8% | -1,139.3% | +747.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling