+22.1%
ADM vs ENPH
-87.9%
+110.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | -0.5% |
| 7D | -1.8% | -9.1% | +7.3% | -1.4% |
| 30D | -13.3% | -15.8% | +2.5% | -12.6% |
| 3M | -13.4% | -32.5% | +19.1% | -11.8% |
| 6M | -9.6% | -24.2% | +14.6% | -9.5% |
| YTD | +23.0% | -13.8% | +36.8% | +20.7% |
| 1Y | +27.4% | -15.8% | +43.2% | +25.0% |
| 3Y | +5.7% | -64.6% | +70.2% | +6.9% |
| 5Y | +22.1% | -88.1% | +110.1% | +32.4% |
| All | +22.1% | -87.9% | +110.0% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling