+15.3%
ENTG vs AU
+686.2%
-670.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | +1.2% | -4.3% | +5.4% | +2.1% |
| 30D | -12.9% | +7.3% | -20.2% | -14.4% |
| 3M | -3.1% | +26.3% | -29.4% | -8.3% |
| 6M | +21.0% | +1.8% | +19.2% | +19.0% |
| YTD | +67.0% | +26.8% | +40.2% | +58.1% |
| 1Y | +68.6% | +66.7% | +1.9% | +52.0% |
| 3Y | +48.6% | +579.1% | -530.4% | +0.3% |
| All | +15.3% | +686.2% | -670.9% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling