+296.2%
ENPH vs ACM
+226.8%
+69.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | -1.3% |
| 7D | +4.1% | +6.9% | -2.8% | -0.3% |
| 30D | -11.4% | +19.1% | -30.4% | -20.9% |
| 3M | -30.5% | -6.9% | -23.6% | -28.1% |
| 6M | -20.2% | -12.0% | -8.2% | -15.7% |
| YTD | -9.3% | -25.1% | +15.9% | +5.8% |
| 1Y | -3.8% | -45.4% | +41.6% | +38.4% |
| 3Y | -61.5% | -6.9% | -54.6% | -62.7% |
| 5Y | -87.9% | +3.7% | -91.6% | -88.8% |
| 10Y | +2,519.8% | +135.8% | +2,384.0% | +1,222.9% |
| All | +296.2% | +226.8% | +69.4% | +24.8% |
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 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