+126.6%
ADM vs ENPH
+2,128.2%
-2,001.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +2.9% |
| 7D | +4.2% | -8.4% | +12.6% | +4.7% |
| 30D | -12.8% | -11.2% | -1.7% | -12.4% |
| 3M | -8.5% | -36.1% | +27.6% | -6.4% |
| 6M | -10.9% | -37.9% | +27.0% | -9.5% |
| YTD | +29.4% | -18.7% | +48.1% | +27.9% |
| 1Y | +27.5% | -9.8% | +37.4% | +25.1% |
| 3Y | +10.3% | -66.8% | +77.2% | +12.3% |
| 5Y | +27.4% | -89.6% | +117.0% | +36.8% |
| All | +126.6% | +2,128.2% | -2,001.6% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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