+483.7%
APLD vs ENTG
+30.1%
+453.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.3% |
| 7D | +16.6% | +8.9% | +7.6% | +10.5% |
| 30D | -3.1% | -7.2% | +4.1% | +1.2% |
| 3M | -30.9% | +6.4% | -37.3% | -35.7% |
| 6M | +12.6% | +25.7% | -13.1% | -4.8% |
| YTD | +15.5% | +67.9% | -52.4% | -17.3% |
| 1Y | +103.5% | +72.4% | +31.2% | +40.8% |
| 3Y | +446.5% | +48.4% | +398.1% | +298.8% |
| All | +483.7% | +30.1% | +453.6% | +391.4% |
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