+300.5%
ADM vs ENPH
+384.9%
-84.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +3.8% | -2.4% | +6.1% | +3.9% |
| 30D | +9.8% | -6.6% | +16.4% | +10.1% |
| 3M | +2.1% | -46.8% | +49.0% | +5.7% |
| 6M | +27.5% | -14.7% | +42.2% | +27.2% |
| YTD | +50.2% | +13.5% | +36.7% | +46.1% |
| 1Y | +40.6% | -0.4% | +41.0% | +37.3% |
| 3Y | +17.2% | -71.7% | +89.0% | +21.0% |
| 5Y | +61.9% | -79.1% | +141.0% | +66.2% |
| 10Y | +159.3% | +1,898.4% | -1,739.1% | +86.6% |
| All | +300.5% | +384.9% | -84.4% | +183.5% |
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