-69.7%
ENPH vs ACM
-19.2%
-50.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -2.4% | -3.7% | +1.4% | -0.7% |
| 30D | -6.6% | -11.1% | +4.5% | -2.1% |
| 3M | -46.8% | -8.0% | -38.8% | -45.2% |
| 6M | -14.7% | -29.7% | +14.9% | +1.0% |
| YTD | +13.5% | -29.4% | +42.8% | +33.4% |
| 1Y | -0.4% | -46.4% | +46.0% | +38.1% |
| All | -69.7% | -19.2% | -50.6% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling