+2,057.2%
ENPH vs ALK
-38.6%
+2,095.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.1% | +9.9% | +8.1% |
| 7D | +9.3% | +0.1% | +9.1% | +9.0% |
| 30D | -7.3% | -18.5% | +11.2% | +0.7% |
| 3M | -31.7% | -3.6% | -28.2% | -31.4% |
| 6M | -3.5% | -3.7% | +0.2% | -3.8% |
| YTD | +21.2% | -19.0% | +40.2% | +29.4% |
| 1Y | +0.1% | -36.0% | +36.1% | +17.0% |
| 3Y | -67.7% | +2.3% | -70.0% | -71.1% |
| 5Y | -76.2% | -27.8% | -48.5% | -76.0% |
| 10Y | +2,057.2% | -39.0% | +2,096.2% | +1,943.5% |
| All | +2,057.2% | -38.6% | +2,095.8% | +1,943.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling