-11.8%
ENTG vs AMBA
-70.4%
+58.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | -0.5% |
| 7D | -17.1% | -7.2% | -9.9% | -13.6% |
| 30D | -23.0% | -10.4% | -12.6% | -18.3% |
| 3M | -10.2% | -30.1% | +19.9% | +7.3% |
| 6M | -17.8% | -22.4% | +4.7% | -11.6% |
| YTD | +52.4% | -17.3% | +69.7% | +56.1% |
| 1Y | +49.8% | -35.4% | +85.2% | +70.8% |
| 3Y | +42.1% | +18.6% | +23.5% | +9.1% |
| All | -11.8% | -70.4% | +58.6% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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