+42.1%
ENTG vs APD
+11.7%
+30.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.2% |
| 7D | -17.1% | -3.7% | -13.4% | -15.7% |
| 30D | -23.0% | +9.6% | -32.6% | -26.1% |
| 3M | -10.2% | +1.6% | -11.9% | -11.2% |
| 6M | -17.8% | +2.2% | -19.9% | -19.3% |
| YTD | +52.4% | +25.9% | +26.5% | +34.1% |
| 1Y | +49.8% | +20.1% | +29.6% | +34.5% |
| 3Y | +42.1% | +12.4% | +29.7% | +32.5% |
| All | +42.1% | +11.7% | +30.5% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling