+148.1%
ENPH vs AVTR
+0.6%
+147.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -0.1% | -1.1% | +1.0% | +0.6% |
| 30D | -10.8% | +6.3% | -17.2% | -13.7% |
| 3M | -33.8% | +53.3% | -87.1% | -49.2% |
| 6M | -16.1% | +78.6% | -94.8% | -42.2% |
| YTD | +13.4% | +29.2% | -15.8% | -5.8% |
| 1Y | -2.6% | +13.8% | -16.4% | -14.8% |
| 3Y | -70.3% | -27.4% | -42.8% | -67.7% |
| 5Y | -77.0% | -65.0% | -12.0% | -60.6% |
| All | +148.1% | +0.6% | +147.5% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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