+78.0%
ENPH vs AVTR
+5.6%
+72.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.4% |
| 7D | -8.4% | +0.5% | -8.9% | -8.6% |
| 30D | -11.2% | -1.0% | -10.2% | -10.5% |
| 3M | -36.1% | +12.2% | -48.3% | -40.0% |
| 6M | -37.9% | +97.5% | -135.4% | -59.0% |
| YTD | -18.7% | +35.6% | -54.3% | -34.3% |
| 1Y | -9.8% | +32.8% | -42.6% | -26.5% |
| 3Y | -66.8% | -16.5% | -50.3% | -67.3% |
| 5Y | -89.6% | -59.1% | -30.5% | -83.8% |
| All | +78.0% | +5.6% | +72.4% | +50.1% |
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