+21.8%
ENTG vs APTV
-69.9%
+91.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.0% | +3.0% |
| 7D | +8.9% | -1.2% | +10.1% | +9.5% |
| 30D | -0.8% | -10.6% | +9.8% | +5.8% |
| 3M | +6.6% | -35.0% | +41.6% | +36.4% |
| 6M | +22.1% | -38.9% | +61.0% | +59.5% |
| YTD | +70.2% | -41.5% | +111.7% | +127.1% |
| 1Y | +76.7% | -45.8% | +122.5% | +150.4% |
| 3Y | +50.5% | -55.7% | +106.2% | +132.7% |
| 5Y | +21.8% | -70.1% | +91.9% | +148.5% |
| All | +21.8% | -69.9% | +91.7% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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