+16.2%
ENTG vs APD
+27.6%
-11.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.7% |
| 7D | +2.8% | -2.2% | +5.0% | +4.2% |
| 30D | -4.7% | +2.1% | -6.8% | -6.2% |
| 3M | -0.7% | +7.2% | -7.9% | -6.2% |
| 6M | +7.7% | +11.2% | -3.5% | -0.9% |
| YTD | +65.1% | +24.4% | +40.7% | +40.3% |
| 1Y | +74.8% | +6.7% | +68.1% | +63.8% |
| 3Y | +36.9% | +9.2% | +27.7% | +24.7% |
| All | +16.2% | +27.6% | -11.3% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling