+120.1%
AGNC vs ENPH
+384.7%
-264.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -5.7% | -10.8% | +5.2% | -5.1% |
| 3M | +1.9% | -33.8% | +35.7% | +4.0% |
| 6M | +1.8% | -16.1% | +17.9% | +1.8% |
| YTD | +3.4% | +13.4% | -10.0% | +1.1% |
| 1Y | +13.6% | -2.6% | +16.2% | +11.7% |
| 3Y | +60.4% | -70.3% | +130.6% | +64.7% |
| 5Y | +27.0% | -77.0% | +104.0% | +30.4% |
| 10Y | +83.1% | +1,919.4% | -1,836.4% | +60.1% |
| All | +120.1% | +384.7% | -264.5% | +92.1% |
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