+16.1%
ENTG vs AMCR
-9.6%
+25.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.7% |
| 7D | +5.1% | -5.0% | +10.1% | +8.9% |
| 30D | -8.5% | -8.0% | -0.5% | -3.4% |
| 3M | +6.7% | +14.3% | -7.6% | -5.0% |
| 6M | +17.7% | +5.3% | +12.4% | +11.1% |
| YTD | +63.5% | +7.7% | +55.7% | +49.3% |
| 1Y | +73.6% | +10.8% | +62.7% | +54.0% |
| 3Y | +44.6% | +9.6% | +35.0% | +22.5% |
| 5Y | +16.1% | -10.2% | +26.3% | +25.7% |
| All | +16.1% | -9.6% | +25.7% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling