+20.1%
ENTG vs AME
+85.0%
-65.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | +6.4% | +5.4% | +1.0% | +2.7% |
| 6M | +25.7% | +7.4% | +18.2% | +19.3% |
| YTD | +67.9% | +16.2% | +51.7% | +45.6% |
| 1Y | +72.4% | +26.8% | +45.6% | +33.3% |
| 3Y | +48.4% | +57.5% | -9.1% | -13.0% |
| 5Y | +20.1% | +84.8% | -64.8% | -43.3% |
| All | +20.1% | +85.0% | -65.0% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling