+392.2%
ABT vs ENPH
+384.9%
+7.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.7% | -2.4% | -1.3% | -3.6% |
| 30D | +2.5% | -6.6% | +9.1% | +2.7% |
| 3M | +20.2% | -46.8% | +67.0% | +23.1% |
| 6M | -2.9% | -14.7% | +11.8% | -3.2% |
| YTD | -11.9% | +13.5% | -25.4% | -13.9% |
| 1Y | -16.5% | -0.4% | -16.1% | -18.1% |
| 3Y | +12.1% | -71.7% | +83.9% | +14.5% |
| 5Y | -7.4% | -79.1% | +71.7% | -5.8% |
| 10Y | +210.7% | +1,898.4% | -1,687.7% | +145.7% |
| All | +392.2% | +384.9% | +7.2% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling