-33.6%
APA vs ENPH
+247.6%
-281.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.0% |
| 7D | +8.5% | -8.4% | +17.0% | +9.7% |
| 30D | +2.8% | -11.2% | +14.0% | +3.7% |
| 3M | +21.7% | -36.1% | +57.8% | +27.8% |
| 6M | +32.6% | -37.9% | +70.5% | +36.9% |
| YTD | +103.7% | -18.7% | +122.4% | +97.9% |
| 1Y | +101.8% | -9.8% | +111.6% | +92.9% |
| 3Y | +48.1% | -66.8% | +114.9% | +54.3% |
| 5Y | +91.9% | -89.6% | +181.5% | +124.7% |
| 10Y | +8.4% | +2,186.8% | -2,178.5% | -31.5% |
| All | -33.6% | +247.6% | -281.2% | -55.0% |
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