+528.8%
APP vs ENTG
+20.3%
+508.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.4% | -4.6% | +0.5% |
| 7D | +79.2% | -7.6% | +86.7% | +81.8% |
| 30D | +48.0% | -15.5% | +63.5% | +55.2% |
| 3M | +18.2% | -7.8% | +26.1% | +15.6% |
| 6M | -12.5% | -5.9% | -6.6% | -21.0% |
| YTD | -39.2% | +66.7% | -105.9% | -63.2% |
| 1Y | -33.9% | +62.1% | -96.0% | -59.4% |
| 3Y | +933.3% | +56.3% | +877.0% | +459.8% |
| 5Y | +295.9% | -3.8% | +299.7% | +186.3% |
| All | +528.8% | +20.3% | +508.6% | +299.9% |
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 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