-78.4%
ENPH vs ALLY
+1.6%
-80.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -2.4% | +3.7% | -6.0% | -4.1% |
| 30D | -6.6% | -2.3% | -4.4% | -5.6% |
| 3M | -46.8% | +3.8% | -50.6% | -47.8% |
| 6M | -14.7% | +9.7% | -24.5% | -18.8% |
| YTD | +13.5% | -1.4% | +14.9% | +14.1% |
| 1Y | -0.4% | +8.2% | -8.6% | -4.2% |
| 3Y | -71.7% | +66.5% | -138.2% | -78.2% |
| All | -78.4% | +1.6% | -80.0% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling