+15.3%
ENTG vs AUR
-35.1%
+50.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | +1.2% | +1.4% | -0.2% | +0.9% |
| 30D | -12.9% | -6.4% | -6.5% | -11.7% |
| 3M | -3.1% | +7.7% | -10.8% | -4.5% |
| 6M | +21.0% | +44.5% | -23.5% | +10.5% |
| YTD | +67.0% | +67.4% | -0.4% | +47.4% |
| 1Y | +68.6% | +15.4% | +53.2% | +60.8% |
| 3Y | +48.6% | +94.8% | -46.2% | +11.3% |
| All | +15.3% | -35.1% | +50.4% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling