+1,196.5%
ENTG vs AME
+9,982.6%
-8,786.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -9.3% | -4.1% | -5.2% | -4.8% |
| 30D | -16.4% | -4.1% | -12.2% | -11.8% |
| 3M | -3.8% | -5.6% | +1.8% | +3.7% |
| 6M | -6.9% | +2.8% | -9.8% | -5.4% |
| YTD | +65.0% | +16.6% | +48.4% | +50.3% |
| 1Y | +61.7% | +21.1% | +40.6% | +42.4% |
| 3Y | +46.6% | +61.1% | -14.4% | -0.4% |
| 5Y | -2.7% | +76.6% | -79.3% | -37.4% |
| 10Y | +743.3% | +431.3% | +312.0% | +82.4% |
| All | +1,196.5% | +9,982.6% | -8,786.1% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling