+276.6%
ENPH vs ACM
+228.8%
+47.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.3% |
| 7D | -9.1% | +6.6% | -15.8% | -12.9% |
| 30D | -15.8% | +19.8% | -35.5% | -25.2% |
| 3M | -32.5% | -3.1% | -29.3% | -31.9% |
| 6M | -24.2% | -11.5% | -12.7% | -20.2% |
| YTD | -13.8% | -24.7% | +10.9% | +0.2% |
| 1Y | -15.8% | -45.1% | +29.2% | +20.5% |
| 3Y | -64.6% | -8.9% | -55.7% | -65.1% |
| 5Y | -88.1% | +5.4% | -93.5% | -89.1% |
| 10Y | +2,367.9% | +131.1% | +2,236.8% | +1,162.5% |
| All | +276.6% | +228.8% | +47.8% | +18.1% |
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