+290.5%
ENTG vs AVTR
+0.6%
+289.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | +1.2% | -1.1% | +2.2% | +1.6% |
| 30D | -12.9% | +6.3% | -19.2% | -15.2% |
| 3M | -3.1% | +53.3% | -56.4% | -21.8% |
| 6M | +21.0% | +78.6% | -57.6% | -9.4% |
| YTD | +67.0% | +29.2% | +37.8% | +43.4% |
| 1Y | +68.6% | +13.8% | +54.8% | +48.2% |
| 3Y | +48.6% | -27.4% | +76.1% | +55.6% |
| 5Y | +18.6% | -65.0% | +83.6% | +69.7% |
| All | +290.5% | +0.6% | +289.9% | +279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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