+16.1%
ENTG vs AMP
+118.7%
-102.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.2% |
| 7D | +5.1% | -2.0% | +7.2% | +6.9% |
| 30D | -8.5% | -1.7% | -6.8% | -7.4% |
| 3M | +6.7% | +23.2% | -16.5% | -13.2% |
| 6M | +17.7% | +22.2% | -4.4% | -3.7% |
| YTD | +63.5% | +14.0% | +49.5% | +40.1% |
| 1Y | +73.6% | +14.0% | +59.6% | +49.4% |
| 3Y | +44.6% | +67.0% | -22.4% | -15.2% |
| 5Y | +16.1% | +123.2% | -107.1% | -46.2% |
| All | +16.1% | +118.7% | -102.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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