+89.1%
ENTG vs AMRZ
-19.2%
+108.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.7% |
| 7D | +8.9% | -4.7% | +13.6% | +11.7% |
| 30D | -0.8% | -11.3% | +10.5% | +5.9% |
| 3M | +6.6% | -22.1% | +28.6% | +21.6% |
| 6M | +22.1% | -29.6% | +51.7% | +48.6% |
| YTD | +70.2% | -23.3% | +93.5% | +95.8% |
| 1Y | +76.7% | -23.7% | +100.4% | +98.0% |
| All | +89.1% | -19.2% | +108.4% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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