-16.7%
AWK vs ENPH
-77.5%
+60.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.2% |
| 7D | +0.6% | +3.4% | -2.8% | +0.4% |
| 30D | +4.3% | -10.3% | +14.6% | +4.7% |
| 3M | +12.5% | -31.4% | +43.9% | +14.2% |
| 6M | +3.3% | -10.1% | +13.4% | +2.5% |
| YTD | +9.8% | +14.6% | -4.8% | +6.2% |
| 1Y | +2.9% | -3.2% | +6.1% | +0.4% |
| 3Y | +9.6% | -69.5% | +79.1% | +13.5% |
| 5Y | -16.7% | -77.2% | +60.6% | -10.5% |
| All | -16.7% | -77.5% | +60.9% | -10.5% |
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 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