-77.2%
ENPH vs ACM
+2.7%
-80.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | -31.4% | -9.8% | -21.6% | -28.1% |
| 6M | -10.1% | -31.4% | +21.3% | +13.2% |
| YTD | +14.6% | -32.1% | +46.7% | +44.1% |
| 1Y | -3.2% | -47.8% | +44.6% | +47.7% |
| 3Y | -69.5% | -22.1% | -47.4% | -68.5% |
| 5Y | -77.2% | +1.8% | -79.0% | -80.4% |
| All | -77.2% | +2.7% | -80.0% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling