-74.0%
ENPH vs ABCL
-81.3%
+7.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -6.6% | +93.1% | -99.7% | -25.7% |
| 3M | -46.8% | +79.4% | -126.3% | -57.0% |
| 6M | -14.7% | +214.9% | -229.6% | -43.0% |
| YTD | +13.5% | +234.2% | -220.7% | -26.9% |
| 1Y | -0.4% | +174.8% | -175.2% | -33.1% |
| 3Y | -71.7% | +104.5% | -176.2% | -80.9% |
| 5Y | -79.1% | -39.0% | -40.1% | -82.0% |
| All | -74.0% | -81.3% | +7.3% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling