+143.1%
ALB vs ENPH
+384.9%
-241.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -8.1% | -2.4% | -5.7% | -7.8% |
| 30D | +6.3% | -6.6% | +12.9% | +7.2% |
| 3M | -23.6% | -46.8% | +23.2% | -16.9% |
| 6M | -24.6% | -14.7% | -9.9% | -24.6% |
| YTD | -10.3% | +13.5% | -23.7% | -14.8% |
| 1Y | +61.5% | -0.4% | +61.9% | +55.5% |
| 3Y | -34.0% | -71.7% | +37.8% | -26.7% |
| 5Y | -44.6% | -79.1% | +34.5% | -37.5% |
| 10Y | +76.1% | +1,898.4% | -1,822.3% | +35.8% |
| All | +143.1% | +384.9% | -241.9% | +95.8% |
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