+279.0%
ADP vs ENTG
+786.9%
-507.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -5.7% | +8.9% | -14.6% | -7.1% |
| 30D | -3.1% | -0.8% | -2.3% | -3.3% |
| 3M | +15.6% | +6.6% | +9.0% | +10.8% |
| 6M | +20.8% | +22.1% | -1.3% | +10.9% |
| YTD | +4.7% | +70.2% | -65.4% | -11.7% |
| 1Y | -8.3% | +76.7% | -85.0% | -24.5% |
| 3Y | +13.6% | +50.5% | -36.9% | -9.6% |
| 5Y | +45.0% | +21.8% | +23.2% | +14.5% |
| 10Y | +279.0% | +811.7% | -532.7% | +55.8% |
| All | +279.0% | +786.9% | -507.9% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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