+388.2%
ADSK vs ENPH
+389.6%
-1.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -2.0% |
| 7D | -14.5% | +3.4% | -17.9% | -14.9% |
| 30D | -19.3% | -10.3% | -9.0% | -18.3% |
| 3M | -7.8% | -31.4% | +23.6% | -4.4% |
| 6M | -20.8% | -10.1% | -10.6% | -22.0% |
| YTD | -30.2% | +14.6% | -44.8% | -34.3% |
| 1Y | -36.5% | -3.2% | -33.2% | -39.2% |
| 3Y | -5.7% | -69.5% | +63.7% | -1.3% |
| 5Y | -28.2% | -77.2% | +49.1% | -24.0% |
| 10Y | +209.1% | +1,940.0% | -1,730.9% | +87.8% |
| All | +388.2% | +389.6% | -1.4% | +208.6% |
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