+65.7%
ENTG vs AUR
-17.4%
+83.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.4% | -2.0% | -4.7% |
| 7D | -10.3% | -19.8% | +9.5% | -2.6% |
| 30D | -14.4% | -29.0% | +14.7% | -2.5% |
| 3M | -1.1% | -43.6% | +42.5% | +22.4% |
| 6M | +3.0% | -36.6% | +39.6% | +21.3% |
| YTD | +70.1% | +6.3% | +63.8% | +53.4% |
| 1Y | +65.7% | -9.0% | +74.8% | +62.4% |
| All | +65.7% | -17.4% | +83.2% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling