-33.9%
ENPH vs ADVB
-88.8%
+54.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.8% | +10.6% | +6.6% |
| 7D | +9.3% | -14.0% | +23.2% | +8.8% |
| 30D | -7.3% | +41.0% | -48.2% | -6.1% |
| 3M | -31.7% | +127.9% | -159.7% | -29.2% |
| 6M | -3.5% | +101.3% | -104.8% | +0.5% |
| YTD | +21.2% | +53.8% | -32.6% | +26.9% |
| 1Y | +0.1% | +4.4% | -4.4% | +4.4% |
| All | -33.9% | -88.8% | +54.9% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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