+61.7%
ENTG vs APD
+22.2%
+39.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | -9.3% | -0.2% | -9.1% | -9.2% |
| 30D | -16.4% | +11.0% | -27.4% | -17.6% |
| 3M | -3.8% | +1.3% | -5.2% | -4.0% |
| 6M | -6.9% | +6.4% | -13.3% | -8.5% |
| YTD | +65.0% | +28.9% | +36.1% | +53.5% |
| 1Y | +61.7% | +23.2% | +38.5% | +52.5% |
| All | +61.7% | +22.2% | +39.5% | +52.5% |
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