+48.4%
ENTG vs ATI
+361.7%
-313.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.6% |
| 7D | +8.9% | +3.2% | +5.8% | +7.0% |
| 30D | -7.2% | -9.0% | +1.8% | -2.0% |
| 3M | +6.4% | +15.1% | -8.7% | -0.7% |
| 6M | +25.7% | +38.1% | -12.5% | +6.6% |
| YTD | +67.9% | +80.7% | -12.8% | +25.1% |
| 1Y | +72.4% | +167.5% | -95.1% | +5.7% |
| 3Y | +48.4% | +366.0% | -317.6% | -31.8% |
| All | +48.4% | +361.7% | -313.3% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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