+395.5%
ENPH vs ALK
+157.4%
+238.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.5% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | -6.6% | -19.2% | +12.6% | +2.2% |
| 3M | -46.8% | -1.5% | -45.3% | -47.0% |
| 6M | -14.7% | -13.1% | -1.7% | -11.2% |
| YTD | +13.5% | -16.4% | +29.9% | +19.9% |
| 1Y | -0.4% | -33.1% | +32.7% | +15.1% |
| 3Y | -71.7% | +0.6% | -72.4% | -74.6% |
| 5Y | -79.1% | -26.4% | -52.7% | -79.0% |
| 10Y | +1,898.4% | -34.2% | +1,932.5% | +1,662.8% |
| All | +395.5% | +157.4% | +238.1% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling