+378.5%
APP vs ENTG
+21.1%
+357.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.5% |
| 7D | +0.1% | +8.9% | -8.9% | -4.3% |
| 30D | -10.0% | -7.2% | -2.8% | -7.8% |
| 3M | -44.6% | +6.4% | -51.1% | -50.3% |
| 6M | -37.9% | +25.7% | -63.5% | -51.7% |
| YTD | -53.7% | +67.9% | -121.6% | -70.6% |
| 1Y | -43.0% | +72.4% | -115.3% | -65.7% |
| 3Y | +640.8% | +48.4% | +592.3% | +338.2% |
| 5Y | +358.8% | +20.1% | +338.8% | +220.3% |
| All | +378.5% | +21.1% | +357.5% | +219.1% |
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