+400.3%
ENPH vs AGI
+134.7%
+265.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.8% | -5.7% |
| 7D | +3.4% | +2.2% | +1.2% | +2.9% |
| 30D | -10.3% | +11.3% | -21.5% | -12.0% |
| 3M | -31.4% | +5.6% | -37.0% | -32.4% |
| 6M | -10.1% | -27.7% | +17.5% | -6.0% |
| YTD | +14.6% | -4.1% | +18.7% | +14.1% |
| 1Y | -3.2% | +13.8% | -17.0% | -6.6% |
| 3Y | -69.5% | +217.0% | -286.5% | -75.3% |
| 5Y | -77.2% | +404.3% | -481.6% | -83.0% |
| 10Y | +1,940.0% | +400.5% | +1,539.5% | +1,339.8% |
| All | +400.3% | +134.7% | +265.6% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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