+1,219.8%
ENTG vs AR
-33.4%
+1,253.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -17.1% | -14.3% | -2.8% | -15.2% |
| 30D | -23.0% | +1.4% | -24.4% | -23.2% |
| 3M | -10.2% | +3.4% | -13.6% | -11.0% |
| 6M | -17.8% | -2.1% | -15.7% | -18.2% |
| YTD | +52.4% | +4.7% | +47.7% | +48.7% |
| 1Y | +49.8% | +10.6% | +39.2% | +44.8% |
| 3Y | +42.1% | +24.6% | +17.5% | +34.2% |
| 5Y | -10.2% | +71.9% | -82.1% | -19.7% |
| 10Y | +756.0% | +46.4% | +709.6% | +628.0% |
| All | +1,219.8% | -33.4% | +1,253.2% | +1,159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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