+48.4%
ENTG vs AME
+55.3%
-6.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +8.9% | +2.8% | +6.2% | +5.1% |
| 30D | -7.2% | -6.3% | -1.0% | +1.6% |
| 3M | +6.4% | +5.4% | +1.0% | +3.0% |
| 6M | +25.7% | +7.4% | +18.2% | +19.7% |
| YTD | +67.9% | +16.2% | +51.7% | +47.0% |
| 1Y | +72.4% | +26.8% | +45.6% | +36.0% |
| 3Y | +48.4% | +57.5% | -9.1% | -7.7% |
| All | +48.4% | +55.3% | -6.8% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling