+27.0%
AG vs ENPH
+417.7%
-390.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.8% | -7.8% | -1.8% |
| 7D | +4.5% | +9.3% | -4.8% | +3.4% |
| 30D | +12.9% | -7.3% | +20.1% | +13.8% |
| 3M | +20.9% | -31.7% | +52.7% | +26.1% |
| 6M | -19.5% | -3.5% | -16.1% | -20.1% |
| YTD | +24.8% | +21.2% | +3.6% | +20.1% |
| 1Y | +120.2% | +0.1% | +120.2% | +115.6% |
| 3Y | +279.0% | -67.7% | +346.7% | +302.8% |
| 5Y | +67.9% | -76.2% | +144.1% | +79.3% |
| 10Y | +57.5% | +2,057.2% | -1,999.7% | +8.2% |
| All | +27.0% | +417.7% | -390.7% | -16.5% |
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