+42.1%
ENTG vs ALM
+825.4%
-783.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.3% |
| 7D | -17.1% | -6.7% | -10.4% | -16.2% |
| 30D | -23.0% | -32.9% | +9.9% | -18.9% |
| 3M | -10.2% | -39.5% | +29.3% | -4.6% |
| 6M | -17.8% | -62.0% | +44.2% | -9.2% |
| YTD | +52.4% | -7.8% | +60.2% | +59.6% |
| 1Y | +49.8% | +26.7% | +23.1% | +53.8% |
| 3Y | +42.1% | +825.4% | -783.2% | +36.3% |
| All | +42.1% | +825.4% | -783.2% | +36.3% |
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