+695.0%
ENTG vs AVAV
+364.6%
+330.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.5% | -7.9% | 0.0% |
| 7D | -17.1% | -10.6% | -6.5% | -14.7% |
| 30D | -23.0% | -18.8% | -4.2% | -19.0% |
| 3M | -10.2% | -34.1% | +23.9% | -1.2% |
| 6M | -17.8% | -35.3% | +17.6% | -10.8% |
| YTD | +52.4% | -53.4% | +105.8% | +72.3% |
| 1Y | +49.8% | -65.6% | +115.4% | +82.9% |
| 3Y | +42.1% | -5.1% | +47.2% | +22.8% |
| 5Y | -10.2% | +18.5% | -28.7% | -31.0% |
| All | +695.0% | +364.6% | +330.4% | +306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling