+2,186.8%
ENPH vs ACM
+132.6%
+2,054.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -3.0% |
| 7D | -8.4% | +5.6% | -14.1% | -11.9% |
| 30D | -11.2% | +20.8% | -32.0% | -21.9% |
| 3M | -36.1% | +11.4% | -47.5% | -40.9% |
| 6M | -37.9% | +0.9% | -38.9% | -39.9% |
| YTD | -18.7% | -24.8% | +6.2% | -4.7% |
| 1Y | -9.8% | -46.4% | +36.6% | +34.4% |
| 3Y | -66.8% | -9.2% | -57.6% | -67.6% |
| 5Y | -89.6% | +5.0% | -94.6% | -90.7% |
| All | +2,186.8% | +132.6% | +2,054.2% | +1,174.7% |
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