+3,847.4%
ANET vs ENPH
+1,908.3%
+1,939.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.0% | +5.8% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -5.2% | -10.8% | +5.7% | -4.0% |
| 3M | +27.6% | -33.8% | +61.4% | +33.5% |
| 6M | +44.4% | -16.1% | +60.5% | +45.5% |
| YTD | +52.3% | +13.4% | +38.9% | +46.2% |
| 1Y | +30.4% | -2.6% | +33.0% | +26.6% |
| 3Y | +313.3% | -70.3% | +383.5% | +338.7% |
| 5Y | +810.0% | -77.0% | +887.0% | +870.2% |
| All | +3,847.4% | +1,908.3% | +1,939.1% | +2,668.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling