+769.3%
ENTG vs APD
+191.9%
+577.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.9% |
| 7D | +15.2% | +3.8% | +11.3% | +12.5% |
| 30D | -3.6% | +8.2% | -11.8% | -8.7% |
| 3M | -10.0% | +4.3% | -14.2% | -12.8% |
| 6M | +1.8% | +4.7% | -2.9% | -2.8% |
| YTD | +75.5% | +31.5% | +44.0% | +41.5% |
| 1Y | +82.4% | +23.5% | +58.9% | +53.0% |
| 3Y | +58.5% | +29.1% | +29.4% | +25.5% |
| 5Y | +0.4% | +15.9% | -15.5% | -15.7% |
| All | +769.3% | +191.9% | +577.4% | +223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling