+65.7%
ENTG vs APD
+36.4%
+29.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.9% | -8.4% | -6.5% |
| 7D | -10.3% | +3.8% | -14.1% | -10.4% |
| 30D | -14.4% | +14.1% | -28.5% | -15.2% |
| 3M | -1.1% | +8.2% | -9.3% | -1.8% |
| 6M | +3.0% | +7.5% | -4.6% | +1.7% |
| YTD | +70.1% | +31.7% | +38.4% | +65.0% |
| 1Y | +65.7% | +35.1% | +30.7% | +60.0% |
| All | +65.7% | +36.4% | +29.4% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling