+34.9%
ENTG vs AUR
-35.0%
+69.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +8.9% | +11.1% | -2.2% | +6.3% |
| 30D | -0.8% | -6.9% | +6.1% | +0.5% |
| 3M | +6.6% | +5.5% | +1.0% | +5.4% |
| 6M | +22.1% | +41.0% | -18.9% | +12.0% |
| YTD | +70.2% | +69.3% | +0.9% | +49.8% |
| 1Y | +76.7% | +14.0% | +62.7% | +68.9% |
| 3Y | +50.5% | +90.1% | -39.6% | +13.3% |
| 5Y | +21.8% | -34.4% | +56.2% | -9.2% |
| All | +34.9% | -35.0% | +69.9% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling