+1,940.0%
ENPH vs ACM
+124.8%
+1,815.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.4% | -3.5% |
| 7D | +3.4% | -3.7% | +7.0% | +5.9% |
| 30D | -10.3% | -12.7% | +2.4% | -3.1% |
| 3M | -31.4% | -9.8% | -21.6% | -28.0% |
| 6M | -10.1% | -31.4% | +21.3% | +11.8% |
| YTD | +14.6% | -32.1% | +46.7% | +42.5% |
| 1Y | -3.2% | -47.8% | +44.6% | +42.9% |
| 3Y | -69.5% | -22.1% | -47.4% | -66.6% |
| 5Y | -77.2% | +1.8% | -79.0% | -79.0% |
| 10Y | +1,940.0% | +132.5% | +1,807.5% | +1,269.8% |
| All | +1,940.0% | +124.8% | +1,815.2% | +1,269.8% |
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