+506.6%
APP vs ENPH
-82.2%
+588.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.0% | +1.4% | -2.5% |
| 7D | +61.1% | -9.1% | +70.2% | +63.6% |
| 30D | +42.8% | -15.8% | +58.5% | +46.7% |
| 3M | +16.7% | -32.5% | +49.1% | +25.4% |
| 6M | -15.6% | -24.2% | +8.6% | -13.8% |
| YTD | -41.3% | -13.8% | -27.5% | -45.1% |
| 1Y | -39.3% | -15.8% | -23.4% | -42.8% |
| 3Y | +803.2% | -64.6% | +867.8% | +809.7% |
| 5Y | +313.2% | -88.1% | +401.2% | +465.1% |
| All | +506.6% | -82.2% | +588.8% | +586.9% |
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 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