-7.3%
ADP vs ENTG
+72.6%
-80.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.3% |
| 7D | -5.5% | +8.9% | -14.4% | -4.5% |
| 30D | -1.2% | -7.2% | +6.0% | -1.8% |
| 3M | +17.9% | +6.4% | +11.5% | +18.8% |
| 6M | +20.3% | +25.7% | -5.3% | +21.2% |
| YTD | +5.8% | +67.9% | -62.0% | +5.5% |
| All | -7.3% | +72.6% | -80.0% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling