+764.3%
ENTG vs AME
+427.9%
+336.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.1% |
| 7D | +5.1% | 0.0% | +5.1% | +5.2% |
| 30D | -8.5% | -8.6% | +0.1% | +0.4% |
| 3M | +6.7% | +5.8% | +0.9% | +3.7% |
| 6M | +17.7% | +3.8% | +13.9% | +17.4% |
| YTD | +63.5% | +14.4% | +49.0% | +49.6% |
| 1Y | +73.6% | +25.8% | +47.8% | +44.8% |
| 3Y | +44.6% | +55.2% | -10.6% | +1.3% |
| 5Y | +16.1% | +85.5% | -69.4% | -28.4% |
| All | +764.3% | +427.9% | +336.4% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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