+46.6%
ENTG vs AME
+63.2%
-16.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -9.3% | -4.1% | -5.2% | -3.1% |
| 30D | -16.4% | -4.1% | -12.2% | -10.1% |
| 3M | -3.8% | -5.6% | +1.8% | +6.2% |
| 6M | -6.9% | +2.8% | -9.8% | -5.5% |
| YTD | +65.0% | +16.6% | +48.4% | +46.1% |
| 1Y | +61.7% | +21.1% | +40.6% | +37.5% |
| 3Y | +46.6% | +61.1% | -14.4% | -8.9% |
| All | +46.6% | +63.2% | -16.6% | -8.9% |
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