+287.9%
ENPH vs ALK
+138.4%
+149.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +11.0% | +9.0% | +1.9% | +6.8% |
| 30D | -15.0% | -1.6% | -13.4% | -14.5% |
| 3M | -28.2% | -23.2% | -5.1% | -20.1% |
| 6M | -20.5% | -3.9% | -16.6% | -20.3% |
| YTD | -11.2% | -22.6% | +11.4% | -3.4% |
| 1Y | -8.7% | -5.3% | -3.3% | -9.1% |
| 3Y | -63.6% | +18.6% | -82.2% | -69.8% |
| 5Y | -88.0% | -34.4% | -53.6% | -87.3% |
| 10Y | +2,333.3% | -40.8% | +2,374.1% | +2,150.8% |
| All | +287.9% | +138.4% | +149.5% | +32.4% |
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