+1,219.2%
ENTG vs AU
+784.4%
+434.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +8.9% | -0.3% | +9.2% | +8.9% |
| 30D | -7.2% | +12.8% | -20.0% | -9.1% |
| 3M | +6.4% | +28.5% | -22.1% | +2.3% |
| 6M | +25.7% | +4.8% | +20.9% | +24.1% |
| YTD | +67.9% | +31.0% | +36.9% | +60.4% |
| 1Y | +72.4% | +81.4% | -9.1% | +56.8% |
| 3Y | +48.4% | +618.4% | -570.0% | +9.0% |
| 5Y | +20.1% | +686.3% | -666.2% | -14.8% |
| 10Y | +768.1% | +664.5% | +103.6% | +470.1% |
| All | +1,219.2% | +784.4% | +434.8% | +647.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling