+782.9%
ENTG vs AMCR
+14.6%
+768.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +3.0% |
| 7D | +1.2% | -6.3% | +7.4% | +4.7% |
| 30D | -12.9% | -7.8% | -5.1% | -9.2% |
| 3M | -3.1% | +7.5% | -10.6% | -8.0% |
| 6M | +21.0% | +2.7% | +18.3% | +17.8% |
| YTD | +67.0% | +6.0% | +61.0% | +58.5% |
| 1Y | +68.6% | +7.8% | +60.8% | +58.0% |
| 3Y | +48.6% | +5.8% | +42.8% | +39.1% |
| 5Y | +18.6% | -11.6% | +30.2% | +25.1% |
| All | +782.9% | +14.6% | +768.3% | +667.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling