-20.9%
AFRM vs ENPH
-78.8%
+57.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -7.0% | -2.4% | -4.6% | -5.9% |
| 30D | -7.8% | -6.6% | -1.2% | -5.2% |
| 3M | +5.3% | -46.8% | +52.1% | +35.8% |
| 6M | +42.6% | -14.7% | +57.4% | +40.4% |
| YTD | -2.8% | +13.5% | -16.3% | -22.2% |
| 1Y | -19.3% | -0.4% | -18.9% | -32.1% |
| 3Y | +231.0% | -71.7% | +302.7% | +336.4% |
| All | -20.9% | -78.8% | +57.9% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling