+43.3%
ADP vs ENTG
+53.1%
-9.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.4% | -9.9% | -0.1% |
| 7D | +1.1% | -7.6% | +8.7% | +0.9% |
| 30D | +11.5% | -15.5% | +27.0% | +11.2% |
| 3M | +12.0% | -7.8% | +19.9% | +12.1% |
| 6M | +43.8% | -5.9% | +49.7% | +43.7% |
| YTD | +20.1% | +66.7% | -46.7% | +15.1% |
| 1Y | +22.3% | +62.1% | -39.8% | +17.3% |
| 3Y | +43.3% | +56.3% | -13.0% | +25.9% |
| All | +43.3% | +53.1% | -9.8% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling