-2.7%
ENTG vs AMBA
-69.1%
+66.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | 0.0% |
| 7D | -9.3% | -2.6% | -6.6% | -7.7% |
| 30D | -16.4% | -10.5% | -5.9% | -11.0% |
| 3M | -3.8% | -26.4% | +22.6% | +12.0% |
| 6M | -6.9% | -20.9% | +14.0% | -0.8% |
| YTD | +65.0% | -14.8% | +79.8% | +66.6% |
| 1Y | +61.7% | -36.1% | +97.8% | +86.0% |
| 3Y | +46.6% | +20.2% | +26.4% | +11.8% |
| 5Y | -2.7% | -67.2% | +64.6% | +12.2% |
| All | -2.7% | -69.1% | +66.5% | +12.2% |
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