-88.2%
ENPH vs ABCL
-21.8%
-66.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.5% | -3.8% |
| 7D | +11.0% | -3.2% | +14.2% | +11.6% |
| 30D | -15.0% | -7.4% | -7.6% | -14.2% |
| 3M | -28.2% | +81.9% | -110.2% | -44.2% |
| 6M | -20.5% | +135.7% | -156.2% | -45.0% |
| YTD | -11.2% | +247.4% | -258.5% | -47.6% |
| 1Y | -8.7% | +162.3% | -170.9% | -40.7% |
| 3Y | -63.6% | +165.5% | -229.1% | -78.9% |
| All | -88.2% | -21.8% | -66.4% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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