+9.6%
ENTG vs AS
+134.9%
-125.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -17.1% | +6.9% | -24.0% | -19.5% |
| 30D | -23.0% | +16.0% | -39.0% | -27.8% |
| 3M | -10.2% | -12.8% | +2.6% | -5.7% |
| 6M | -17.8% | -15.4% | -2.4% | -12.8% |
| YTD | +52.4% | -15.7% | +68.1% | +61.2% |
| 1Y | +49.8% | +6.1% | +43.7% | +43.9% |
| All | +9.6% | +134.9% | -125.3% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling