+45.5%
ENTG vs AU
+574.0%
-528.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.3% | -3.0% |
| 7D | +5.1% | -7.0% | +12.1% | +6.8% |
| 30D | -8.5% | +7.3% | -15.8% | -10.2% |
| 3M | +6.7% | +33.2% | -26.5% | -0.4% |
| 6M | +17.7% | -0.6% | +18.4% | +15.9% |
| YTD | +63.5% | +26.2% | +37.3% | +55.2% |
| 1Y | +73.6% | +68.3% | +5.3% | +57.8% |
| All | +45.5% | +574.0% | -528.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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