+528.8%
APP vs ENPH
-81.3%
+610.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.3% |
| 7D | +79.2% | +4.1% | +75.0% | +76.7% |
| 30D | +48.0% | -11.4% | +59.4% | +50.5% |
| 3M | +18.2% | -30.5% | +48.8% | +26.3% |
| 6M | -12.5% | -20.2% | +7.7% | -11.6% |
| YTD | -39.2% | -9.3% | -29.9% | -43.7% |
| 1Y | -33.9% | -3.8% | -30.1% | -39.8% |
| 3Y | +933.3% | -61.5% | +994.8% | +916.9% |
| 5Y | +295.9% | -87.9% | +383.7% | +440.3% |
| All | +528.8% | -81.3% | +610.1% | +604.5% |
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