-54.4%
ENPH vs ADVB
-95.9%
+41.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +42.7% | -48.0% | -4.0% |
| 7D | -7.6% | +74.2% | -81.8% | -5.7% |
| 30D | -16.4% | -35.9% | +19.5% | -17.0% |
| 3M | -34.3% | -56.4% | +22.1% | -35.4% |
| 6M | -28.5% | -36.7% | +8.2% | -27.6% |
| YTD | -16.4% | -43.3% | +26.9% | -14.4% |
| 1Y | -12.8% | -63.4% | +50.6% | -10.4% |
| All | -54.4% | -95.9% | +41.5% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling