+1,754.1%
ENTG vs AMCR
+102.7%
+1,651.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.5% |
| 7D | +8.9% | -1.8% | +10.8% | +9.8% |
| 30D | -7.2% | -6.0% | -1.2% | -5.0% |
| 3M | +6.4% | +18.9% | -12.5% | -1.8% |
| 6M | +25.7% | +5.7% | +20.0% | +21.8% |
| YTD | +67.9% | +11.1% | +56.8% | +58.7% |
| 1Y | +72.4% | +14.4% | +57.9% | +60.6% |
| 3Y | +48.4% | +13.0% | +35.4% | +38.6% |
| 5Y | +20.1% | -7.5% | +27.6% | +23.0% |
| 10Y | +768.2% | +20.1% | +748.1% | +691.6% |
| All | +1,754.1% | +102.7% | +1,651.3% | +1,478.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling