+228.1%
ADM vs ENPH
+268.5%
-40.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | -0.5% |
| 7D | -1.8% | -9.1% | +7.3% | -1.3% |
| 30D | -13.3% | -15.8% | +2.5% | -12.6% |
| 3M | -13.4% | -32.5% | +19.1% | -11.6% |
| 6M | -9.6% | -24.2% | +14.6% | -9.2% |
| YTD | +23.0% | -13.8% | +36.8% | +21.3% |
| 1Y | +27.4% | -15.8% | +43.2% | +25.7% |
| 3Y | +5.7% | -64.6% | +70.2% | +7.2% |
| 5Y | +22.1% | -88.1% | +110.1% | +29.8% |
| 10Y | +106.0% | +2,367.9% | -2,261.9% | +46.4% |
| All | +228.1% | +268.5% | -40.5% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling