-35.1%
AUR vs ENPH
-77.1%
+42.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | +1.4% | -0.1% | +1.5% | +1.3% |
| 30D | -6.4% | -10.8% | +4.4% | -2.2% |
| 3M | +7.7% | -33.8% | +41.5% | +25.6% |
| 6M | +44.5% | -16.1% | +60.6% | +46.3% |
| YTD | +67.4% | +13.4% | +54.0% | +43.1% |
| 1Y | +15.4% | -2.6% | +18.0% | +3.4% |
| 3Y | +94.8% | -70.3% | +165.1% | +153.7% |
| All | -35.1% | -77.1% | +42.0% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling