+26.2%
ENTG vs AS
+123.4%
-97.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.4% |
| 7D | +15.2% | -4.9% | +20.0% | +17.5% |
| 30D | -3.6% | +3.9% | -7.5% | -5.5% |
| 3M | -10.0% | -9.6% | -0.4% | -6.9% |
| 6M | +1.8% | -8.7% | +10.5% | +4.3% |
| YTD | +75.5% | -19.8% | +95.3% | +89.4% |
| 1Y | +82.4% | -1.5% | +84.0% | +80.6% |
| All | +26.2% | +123.4% | -97.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling