-66.8%
ENPH vs ALLY
+65.3%
-132.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | -8.4% | +0.4% | -8.8% | -8.6% |
| 30D | -11.2% | +5.2% | -16.4% | -13.8% |
| 3M | -36.1% | -13.3% | -22.8% | -30.4% |
| 6M | -37.9% | -6.7% | -31.3% | -35.1% |
| YTD | -18.7% | -12.8% | -5.8% | -12.0% |
| 1Y | -9.8% | +0.7% | -10.5% | -10.0% |
| 3Y | -66.8% | +65.2% | -132.0% | -79.5% |
| All | -66.8% | +65.3% | -132.2% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling