-45.1%
ALB vs ENPH
-77.5%
+32.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.6% | -1.3% |
| 7D | -8.6% | +3.4% | -12.0% | -9.5% |
| 30D | -4.0% | -10.3% | +6.2% | -1.3% |
| 3M | -17.4% | -31.4% | +14.0% | -8.9% |
| 6M | -25.4% | -10.1% | -15.2% | -27.5% |
| YTD | -10.5% | +14.6% | -25.1% | -22.0% |
| 1Y | +75.8% | -3.2% | +79.0% | +59.8% |
| 3Y | -28.5% | -69.5% | +40.9% | -12.4% |
| 5Y | -45.1% | -77.2% | +32.1% | -30.7% |
| All | -45.1% | -77.5% | +32.4% | -30.7% |
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