+18.1%
ENTG vs ALM
+941.2%
-923.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| 3M | -0.7% | -15.0% | +14.3% | -0.4% |
| 6M | +7.7% | -10.1% | +17.8% | +7.2% |
| YTD | +65.1% | +99.4% | -34.4% | +58.3% |
| 1Y | +74.8% | +316.4% | -241.6% | +62.3% |
| 3Y | +36.9% | +2,022.0% | -1,985.1% | +16.5% |
| All | +18.1% | +941.2% | -923.1% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling