-26.4%
ALB vs ENPH
-68.2%
+41.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.2% | +0.8% |
| 7D | -4.4% | +9.3% | -13.7% | -6.7% |
| 30D | -1.2% | -7.3% | +6.1% | +0.6% |
| 3M | -13.3% | -31.7% | +18.4% | -5.0% |
| 6M | -19.8% | -3.5% | -16.3% | -23.5% |
| YTD | -7.9% | +21.2% | -29.1% | -20.9% |
| 1Y | +60.2% | +0.1% | +60.1% | +45.1% |
| 3Y | -26.4% | -67.7% | +41.3% | -9.1% |
| All | -26.4% | -68.2% | +41.8% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling