+72.4%
ENTG vs APD
+5.6%
+66.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +8.9% | -2.5% | +11.4% | +9.3% |
| 30D | -7.2% | -1.9% | -5.3% | -7.1% |
| 3M | +6.4% | +8.2% | -1.8% | +3.3% |
| 6M | +25.7% | +10.7% | +14.9% | +21.6% |
| YTD | +67.9% | +22.9% | +44.9% | +58.7% |
| 1Y | +72.4% | +5.8% | +66.6% | +83.4% |
| All | +72.4% | +5.6% | +66.7% | +83.4% |
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