+128.5%
AWK vs ENPH
+1,908.3%
-1,779.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.5% |
| 7D | -2.1% | -0.1% | -2.1% | -2.2% |
| 30D | +2.1% | -10.8% | +12.9% | +2.5% |
| 3M | +11.4% | -33.8% | +45.2% | +13.2% |
| 6M | +3.9% | -16.1% | +20.0% | +3.7% |
| YTD | +7.7% | +13.4% | -5.7% | +5.1% |
| 1Y | +1.3% | -2.6% | +3.9% | -0.6% |
| 3Y | +7.2% | -70.3% | +77.4% | +9.7% |
| 5Y | -17.0% | -77.0% | +60.0% | -15.1% |
| All | +128.5% | +1,908.3% | -1,779.8% | +105.3% |
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