+579.2%
AXP vs ENPH
+279.6%
+299.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | +0.6% | +11.0% | -10.4% | -0.3% |
| 30D | +5.8% | -15.0% | +20.8% | +6.9% |
| 3M | -6.0% | -28.2% | +22.2% | -3.9% |
| 6M | +0.3% | -20.5% | +20.8% | +0.6% |
| YTD | -12.3% | -11.2% | -1.1% | -13.7% |
| 1Y | -11.2% | -8.7% | -2.6% | -13.0% |
| 3Y | +117.0% | -63.6% | +180.6% | +120.8% |
| 5Y | +93.2% | -88.0% | +181.2% | +109.9% |
| 10Y | +461.2% | +2,333.3% | -1,872.2% | +315.7% |
| All | +579.2% | +279.6% | +299.6% | +418.4% |
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