+296.4%
ARM vs ENPH
-70.0%
+366.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.9% |
| 7D | +5.5% | -2.4% | +7.8% | +6.2% |
| 30D | -8.2% | -6.6% | -1.6% | -6.4% |
| 3M | -35.9% | -46.8% | +10.9% | -23.7% |
| 6M | +103.1% | -14.7% | +117.9% | +110.6% |
| YTD | +130.6% | +13.5% | +117.1% | +117.6% |
| 1Y | +86.1% | -0.4% | +86.5% | +80.0% |
| All | +296.4% | -70.0% | +366.4% | +415.2% |
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