+1,329.8%
ENTG vs AR
-27.2%
+1,357.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.3% |
| 7D | +2.8% | +2.5% | +0.3% | +2.4% |
| 30D | -4.7% | +14.8% | -19.5% | -6.8% |
| 3M | -0.7% | +6.2% | -7.0% | -2.2% |
| 6M | +7.7% | +4.3% | +3.4% | +5.8% |
| YTD | +65.1% | +14.4% | +50.7% | +59.3% |
| 1Y | +74.8% | +21.3% | +53.5% | +67.1% |
| 3Y | +36.9% | +39.8% | -2.9% | +27.1% |
| 5Y | +16.1% | +142.1% | -126.0% | -0.5% |
| 10Y | +740.3% | +52.0% | +688.3% | +611.0% |
| All | +1,329.8% | -27.2% | +1,357.0% | +1,248.9% |
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