+74.8%
ENTG vs APD
+6.0%
+68.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.3% |
| 7D | +2.8% | -2.2% | +5.0% | +3.2% |
| 30D | -4.7% | +2.1% | -6.8% | -5.2% |
| 3M | -0.7% | +7.2% | -7.9% | -3.2% |
| 6M | +7.7% | +11.2% | -3.5% | +4.3% |
| YTD | +65.1% | +24.4% | +40.7% | +55.8% |
| 1Y | +74.8% | +6.7% | +68.1% | +86.3% |
| All | +74.8% | +6.0% | +68.7% | +86.3% |
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