+503.7%
AWK vs ENPH
+247.6%
+256.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.0% | +1.5% |
| 7D | +0.1% | -8.4% | +8.6% | +0.4% |
| 30D | +14.3% | -11.2% | +25.4% | +14.6% |
| 3M | +10.3% | -36.1% | +46.4% | +11.8% |
| 6M | +18.9% | -37.9% | +56.9% | +20.1% |
| YTD | +17.7% | -18.7% | +36.4% | +16.8% |
| 1Y | +16.9% | -9.8% | +26.7% | +15.4% |
| 3Y | +32.2% | -66.8% | +99.0% | +33.7% |
| 5Y | -2.2% | -89.6% | +87.5% | +2.1% |
| 10Y | +156.1% | +2,186.8% | -2,030.7% | +129.2% |
| All | +503.7% | +247.6% | +256.1% | +437.3% |
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 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