+464.4%
AWK vs ENPH
+384.9%
+79.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.7% | -2.4% | +4.1% | +1.8% |
| 30D | +5.6% | -6.6% | +12.2% | +5.8% |
| 3M | +15.9% | -46.8% | +62.7% | +18.2% |
| 6M | +4.6% | -14.7% | +19.3% | +4.4% |
| YTD | +10.1% | +13.5% | -3.4% | +8.0% |
| 1Y | +2.1% | -0.4% | +2.5% | +0.6% |
| 3Y | +9.8% | -71.7% | +81.6% | +12.0% |
| 5Y | -15.4% | -79.1% | +63.7% | -13.7% |
| 10Y | +129.4% | +1,898.4% | -1,769.0% | +104.7% |
| All | +464.4% | +384.9% | +79.5% | +397.2% |
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