+44.6%
ENTG vs ALM
+2,118.4%
-2,073.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.3% |
| 7D | +2.8% | -2.6% | +5.4% | +3.1% |
| 30D | -4.7% | +32.0% | -36.7% | -7.7% |
| 3M | -0.7% | -15.0% | +14.3% | -0.4% |
| 6M | +7.7% | -10.1% | +17.8% | +7.0% |
| YTD | +65.1% | +99.4% | -34.4% | +57.8% |
| 1Y | +74.8% | +316.4% | -241.6% | +61.6% |
| All | +44.6% | +2,118.4% | -2,073.8% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling