+20.1%
ENTG vs ATI
+1,101.9%
-1,081.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.5% |
| 7D | +8.9% | +3.2% | +5.8% | +7.1% |
| 30D | -7.2% | -9.0% | +1.8% | -2.3% |
| 3M | +6.4% | +15.1% | -8.7% | -0.3% |
| 6M | +25.7% | +38.1% | -12.5% | +7.4% |
| YTD | +67.9% | +80.7% | -12.8% | +26.0% |
| 1Y | +72.4% | +167.5% | -95.1% | +6.5% |
| 3Y | +48.4% | +366.0% | -317.6% | -33.9% |
| 5Y | +20.1% | +1,088.8% | -1,068.7% | -62.3% |
| All | +20.1% | +1,101.9% | -1,081.8% | -62.3% |
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