-13.4%
ADM vs ENPH
-34.1%
+20.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | -1.1% |
| 7D | -1.8% | -9.1% | +7.3% | -2.5% |
| 30D | -13.3% | -15.8% | +2.5% | -13.2% |
| 3M | -13.4% | -32.5% | +19.1% | -15.6% |
| All | -13.4% | -34.1% | +20.7% | -15.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling