+43.3%
ADP vs ENPH
-62.5%
+105.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.4% |
| 7D | +1.1% | +4.1% | -3.0% | +1.1% |
| 30D | +11.5% | -11.4% | +22.9% | +11.4% |
| 3M | +12.0% | -30.5% | +42.6% | +11.7% |
| 6M | +43.8% | -20.2% | +64.0% | +42.7% |
| YTD | +20.1% | -9.3% | +29.3% | +18.4% |
| 1Y | +22.3% | -3.8% | +26.1% | +20.4% |
| 3Y | +43.3% | -61.5% | +104.8% | +33.7% |
| All | +43.3% | -62.5% | +105.7% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling