-89.3%
ENPH vs ABCL
-26.2%
-63.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.3% |
| 7D | -8.4% | -3.3% | -5.1% | -7.5% |
| 30D | -11.2% | -7.1% | -4.1% | -10.5% |
| 3M | -36.1% | +4.7% | -40.8% | -38.9% |
| 6M | -37.9% | +140.9% | -178.8% | -57.3% |
| YTD | -18.7% | +236.0% | -254.6% | -51.5% |
| 1Y | -9.8% | +217.4% | -227.2% | -45.3% |
| 3Y | -66.8% | +188.7% | -255.5% | -81.5% |
| All | -89.3% | -26.2% | -63.1% | -90.7% |
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