+1,197.2%
ENTG vs ATI
+1,437.0%
-239.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.0% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | -4.7% | +2.7% | -7.4% | -5.8% |
| 3M | -0.7% | +16.3% | -17.0% | -5.5% |
| 6M | +7.7% | +30.2% | -22.5% | -1.8% |
| YTD | +65.1% | +83.6% | -18.5% | +32.0% |
| 1Y | +74.8% | +173.0% | -98.2% | +19.7% |
| 3Y | +36.9% | +356.6% | -319.7% | -25.3% |
| 5Y | +16.1% | +1,074.2% | -1,058.1% | -56.5% |
| 10Y | +740.3% | +1,136.2% | -395.9% | +135.3% |
| All | +1,197.2% | +1,437.0% | -239.8% | +126.0% |
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