+71.9%
AXON vs ENPH
-88.1%
+159.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.3% | -3.4% |
| 7D | -28.7% | +4.1% | -32.9% | -29.1% |
| 30D | -28.3% | -11.4% | -16.9% | -27.3% |
| 3M | -46.9% | -30.5% | -16.4% | -44.3% |
| 6M | -24.9% | -20.2% | -4.7% | -24.3% |
| YTD | -46.6% | -9.3% | -37.3% | -48.7% |
| 1Y | -49.7% | -3.8% | -45.9% | -52.2% |
| 3Y | +40.6% | -61.5% | +102.1% | +36.3% |
| 5Y | +71.9% | -87.9% | +159.7% | +118.3% |
| All | +71.9% | -88.1% | +159.9% | +118.3% |
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 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