-2.7%
ENTG vs ATI
+951.9%
-954.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | -9.3% | +1.3% | -10.6% | -9.6% |
| 30D | -16.4% | -4.8% | -11.6% | -13.7% |
| 3M | -3.8% | -19.9% | +16.1% | +9.4% |
| 6M | -6.9% | +15.4% | -22.3% | -12.2% |
| YTD | +65.0% | +59.2% | +5.8% | +32.0% |
| 1Y | +61.7% | +86.3% | -24.6% | +19.6% |
| 3Y | +46.6% | +318.2% | -271.6% | -32.7% |
| 5Y | -2.7% | +958.6% | -961.3% | -70.7% |
| All | -2.7% | +951.9% | -954.6% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling