+1,091.7%
ADP vs ENTG
+1,234.5%
-142.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.2% | -3.0% |
| 7D | -3.4% | +2.8% | -6.3% | -3.9% |
| 30D | +2.8% | -4.7% | +7.5% | +3.1% |
| 3M | +20.9% | -0.7% | +21.7% | +17.9% |
| 6M | +29.9% | +7.7% | +22.2% | +23.6% |
| YTD | +9.6% | +65.1% | -55.4% | -3.4% |
| 1Y | -5.3% | +74.8% | -80.1% | -18.1% |
| 3Y | +16.5% | +36.9% | -20.4% | +0.7% |
| 5Y | +49.4% | +16.1% | +33.3% | +28.1% |
| 10Y | +282.2% | +740.3% | -458.1% | +131.8% |
| All | +1,091.7% | +1,234.5% | -142.8% | +428.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling