+197.1%
ABT vs ENPH
+1,908.3%
-1,711.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -5.9% | -0.1% | -5.8% | -5.9% |
| 30D | -8.1% | -10.8% | +2.8% | -7.7% |
| 3M | +14.5% | -33.8% | +48.4% | +16.3% |
| 6M | -6.3% | -16.1% | +9.8% | -6.6% |
| YTD | -17.1% | +13.4% | -30.5% | -19.2% |
| 1Y | -21.4% | -2.6% | -18.8% | -22.9% |
| 3Y | +5.9% | -70.3% | +76.2% | +8.0% |
| 5Y | -12.8% | -77.0% | +64.3% | -11.6% |
| All | +197.1% | +1,908.3% | -1,711.2% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 10y: compounded portfolio wealth divided by compounded ENPH 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…
10y analysis · Full analysis span regression · 6 months rolling