+799.4%
ENTG vs ALM
+3,219.4%
-2,420.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.8% | -7.1% | +1.2% |
| 7D | +8.9% | +8.4% | +0.5% | +8.4% |
| 30D | -7.2% | +34.8% | -42.1% | -8.8% |
| 3M | +6.4% | +16.2% | -9.8% | +5.3% |
| 6M | +25.7% | +2.1% | +23.5% | +24.7% |
| YTD | +67.9% | +117.0% | -49.2% | +62.9% |
| 1Y | +72.4% | +313.9% | -241.5% | +64.1% |
| 3Y | +48.4% | +2,327.9% | -2,279.5% | +33.7% |
| 5Y | +20.1% | +1,040.6% | -1,020.6% | +9.3% |
| All | +799.4% | +3,219.4% | -2,420.1% | +695.9% |
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