-41.6%
APA vs ENPH
+384.9%
-426.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +0.5% | -2.4% | +2.9% | +0.8% |
| 30D | +23.4% | -6.6% | +30.0% | +24.3% |
| 3M | +12.7% | -46.8% | +59.5% | +21.2% |
| 6M | +39.4% | -14.7% | +54.2% | +38.0% |
| YTD | +79.0% | +13.5% | +65.5% | +67.9% |
| 1Y | +88.8% | -0.4% | +89.2% | +78.9% |
| 3Y | +6.4% | -71.7% | +78.1% | +14.0% |
| 5Y | +153.0% | -79.1% | +232.1% | +170.9% |
| 10Y | +7.5% | +1,898.4% | -1,890.8% | -32.1% |
| All | -41.6% | +384.9% | -426.6% | -61.9% |
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