+769.4%
ADP vs ENPH
+287.7%
+481.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.5% |
| 7D | +1.1% | +4.1% | -3.0% | +0.8% |
| 30D | +11.5% | -11.4% | +22.9% | +12.1% |
| 3M | +12.0% | -30.5% | +42.6% | +14.1% |
| 6M | +43.8% | -20.2% | +64.0% | +43.6% |
| YTD | +20.1% | -9.3% | +29.3% | +17.8% |
| 1Y | +22.3% | -3.8% | +26.1% | +19.4% |
| 3Y | +43.3% | -61.5% | +104.8% | +43.5% |
| 5Y | +47.3% | -87.9% | +135.2% | +56.2% |
| 10Y | +313.7% | +2,519.8% | -2,206.1% | +220.0% |
| All | +769.4% | +287.7% | +481.6% | +585.3% |
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