+2,249.1%
ENPH vs ALK
-45.1%
+2,294.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.8% | -0.5% | -3.3% |
| 7D | -7.6% | +0.9% | -8.5% | -8.0% |
| 30D | -16.4% | +3.3% | -19.7% | -17.7% |
| 3M | -34.3% | -17.6% | -16.8% | -29.2% |
| 6M | -28.5% | +0.8% | -29.4% | -29.7% |
| YTD | -16.4% | -22.4% | +5.9% | -9.4% |
| 1Y | -12.8% | -10.1% | -2.7% | -11.1% |
| 3Y | -65.7% | +14.0% | -79.6% | -70.8% |
| 5Y | -89.4% | -29.8% | -59.5% | -89.0% |
| All | +2,249.1% | -45.1% | +2,294.2% | +2,061.9% |
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