+1,197.2%
ENTG vs AME
+9,943.0%
-8,745.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.6% | +4.7% |
| 7D | +2.8% | +0.6% | +2.2% | +2.3% |
| 30D | -4.7% | -6.7% | +2.0% | +2.4% |
| 3M | -0.7% | +4.1% | -4.8% | -2.0% |
| 6M | +7.7% | +1.6% | +6.1% | +9.7% |
| YTD | +65.1% | +16.1% | +48.9% | +48.6% |
| 1Y | +74.8% | +27.3% | +47.5% | +43.4% |
| 3Y | +36.9% | +50.9% | -14.0% | -2.6% |
| 5Y | +16.1% | +81.4% | -65.3% | -28.4% |
| 10Y | +740.3% | +417.0% | +323.4% | +83.4% |
| All | +1,197.2% | +9,943.0% | -8,745.8% | -77.2% |
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