+4.7%
ENTG vs AMDL
+87.1%
-82.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +26.8% | -17.3% | +1.5% |
| 7D | -7.6% | +10.3% | -17.8% | -12.6% |
| 30D | -15.5% | -38.3% | +22.8% | -6.4% |
| 3M | -7.8% | -8.7% | +0.9% | -10.4% |
| 6M | -5.9% | -14.4% | +8.4% | -9.6% |
| YTD | +66.7% | +206.9% | -140.2% | +3.2% |
| 1Y | +62.1% | +144.4% | -82.3% | +5.0% |
| All | +4.7% | +87.1% | -82.4% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling