+743.3%
ENTG vs ALM
+2,040.7%
-1,297.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.2% | +6.2% | -0.6% |
| 7D | -9.3% | -6.3% | -3.0% | -8.9% |
| 30D | -16.4% | -31.4% | +15.1% | -14.5% |
| 3M | -3.8% | -40.6% | +36.7% | -1.0% |
| 6M | -6.9% | -58.6% | +51.7% | -2.8% |
| YTD | +65.0% | -7.6% | +72.6% | +67.8% |
| 1Y | +61.7% | +13.8% | +47.8% | +63.3% |
| 3Y | +46.6% | +842.1% | -795.5% | +39.1% |
| 5Y | -2.7% | +407.4% | -410.1% | -7.2% |
| 10Y | +743.3% | +2,079.4% | -1,336.1% | +689.0% |
| All | +743.3% | +2,040.7% | -1,297.4% | +689.0% |
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