+503.8%
APP vs ENPH
-82.8%
+586.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.6% | -1.6% |
| 7D | +10.6% | -7.6% | +18.1% | +12.4% |
| 30D | +44.6% | -16.4% | +61.0% | +48.8% |
| 3M | +29.6% | -34.3% | +63.9% | +40.2% |
| 6M | -19.8% | -28.5% | +8.8% | -17.0% |
| YTD | -41.6% | -16.4% | -25.1% | -45.0% |
| 1Y | -32.7% | -12.8% | -19.9% | -37.5% |
| 3Y | +799.0% | -65.7% | +864.7% | +811.6% |
| 5Y | +250.4% | -89.4% | +339.7% | +393.4% |
| All | +503.8% | -82.8% | +586.6% | +588.3% |
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