+2,382.5%
ENPH vs ACM
+130.8%
+2,251.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | -10.3% | +3.0% | -13.3% | -12.1% |
| 30D | -10.1% | +19.7% | -29.8% | -20.2% |
| 3M | -33.1% | +5.3% | -38.4% | -35.9% |
| 6M | -24.8% | -10.8% | -14.1% | -21.2% |
| YTD | -11.7% | -25.1% | +13.4% | +3.3% |
| 1Y | -8.2% | -45.8% | +37.6% | +34.2% |
| 3Y | -63.7% | -9.4% | -54.3% | -64.4% |
| 5Y | -88.7% | +4.8% | -93.5% | -89.8% |
| 10Y | +2,382.5% | +129.8% | +2,252.7% | +1,261.3% |
| All | +2,382.5% | +130.8% | +2,251.6% | +1,261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling