-50.5%
ENPH vs ADVB
-97.4%
+47.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +2.2% |
| 7D | +4.1% | -1.2% | +5.3% | +4.1% |
| 30D | -11.4% | -61.4% | +50.0% | -13.7% |
| 3M | -30.5% | -67.8% | +37.3% | -32.5% |
| 6M | -20.2% | -66.9% | +46.7% | -20.7% |
| YTD | -9.3% | -64.9% | +55.6% | -8.8% |
| 1Y | -3.8% | -74.8% | +71.0% | -3.0% |
| All | -50.5% | -97.4% | +47.0% | -39.1% |
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