+395.5%
ENPH vs ACM
+208.3%
+187.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | -2.4% | -3.7% | +1.4% | +0.2% |
| 30D | -6.6% | -11.1% | +4.5% | -0.2% |
| 3M | -46.8% | -8.0% | -38.8% | -44.8% |
| 6M | -14.7% | -29.7% | +14.9% | +4.5% |
| YTD | +13.5% | -29.4% | +42.8% | +37.7% |
| 1Y | -0.4% | -46.4% | +46.0% | +44.8% |
| 3Y | -71.7% | -22.3% | -49.4% | -68.8% |
| 5Y | -79.1% | +4.5% | -83.6% | -81.0% |
| 10Y | +1,898.4% | +127.6% | +1,770.7% | +921.6% |
| All | +395.5% | +208.3% | +187.2% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling