+1,333.5%
ENTG vs ATI
+1,287.5%
+46.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +22.8% | +13.0% | +9.9% | +17.3% |
| 30D | -4.9% | +0.2% | -5.1% | -4.5% |
| 3M | -4.8% | -17.5% | +12.7% | +3.1% |
| 6M | +5.6% | +18.1% | -12.5% | +0.5% |
| YTD | +82.4% | +65.7% | +16.7% | +52.5% |
| 1Y | +82.9% | +91.9% | -9.1% | +44.5% |
| 3Y | +62.1% | +335.2% | -273.1% | -9.0% |
| 5Y | +4.3% | +1,004.3% | -1,000.0% | -59.5% |
| 10Y | +793.4% | +1,019.2% | -225.8% | +165.8% |
| All | +1,333.5% | +1,287.5% | +46.0% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling