+170.5%
ADM vs ENPH
+1,928.7%
-1,758.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.9% | +2.7% |
| 7D | +1.4% | +3.4% | -2.0% | +1.1% |
| 30D | +8.2% | -10.3% | +18.5% | +8.8% |
| 3M | +8.7% | -31.4% | +40.1% | +10.8% |
| 6M | +29.1% | -10.1% | +39.2% | +28.3% |
| YTD | +53.7% | +14.6% | +39.1% | +49.3% |
| 1Y | +43.2% | -3.2% | +46.5% | +40.2% |
| 3Y | +21.4% | -69.5% | +90.9% | +24.7% |
| 5Y | +67.1% | -77.2% | +144.3% | +70.8% |
| All | +170.5% | +1,928.7% | -1,758.2% | +121.1% |
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