-25.2%
AFRM vs ENPH
-81.1%
+55.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.1% | -3.3% |
| 7D | +3.1% | +9.3% | -6.2% | -1.0% |
| 30D | -4.2% | -7.3% | +3.0% | -1.2% |
| 3M | +10.1% | -31.7% | +41.8% | +27.8% |
| 6M | +39.4% | -3.5% | +42.9% | +29.7% |
| YTD | -3.2% | +21.2% | -24.3% | -24.6% |
| 1Y | -16.1% | +0.1% | -16.1% | -28.8% |
| 3Y | +220.8% | -67.7% | +288.5% | +286.2% |
| 5Y | -17.7% | -76.2% | +58.6% | +22.3% |
| All | -25.2% | -81.1% | +55.9% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling