+244.7%
APLD vs ENTG
+29.3%
+215.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.4% | -1.9% | +1.5% |
| 7D | +3.1% | -7.6% | +10.7% | +9.0% |
| 30D | -29.4% | -15.5% | -13.9% | -20.8% |
| 3M | -42.8% | -7.8% | -34.9% | -39.4% |
| 6M | -59.5% | -5.9% | -53.5% | -58.9% |
| YTD | -31.8% | +66.7% | -98.6% | -50.5% |
| 1Y | -46.0% | +62.1% | -108.1% | -60.1% |
| 3Y | +252.0% | +56.3% | +195.7% | +151.9% |
| All | +244.7% | +29.3% | +215.5% | +194.2% |
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