+6.8%
ENTG vs AS
+133.7%
-126.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.3% | -10.4% | -11.8% |
| 7D | -22.0% | +7.1% | -29.1% | -24.3% |
| 30D | -25.2% | +12.8% | -38.0% | -29.1% |
| 3M | -14.2% | -14.7% | +0.5% | -9.1% |
| 6M | -16.3% | -9.9% | -6.4% | -13.7% |
| YTD | +48.5% | -16.1% | +64.7% | +57.4% |
| 1Y | +41.4% | +0.2% | +41.2% | +39.0% |
| All | +6.8% | +133.7% | -126.9% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling