+284.2%
ENPH vs ALLY
+98.1%
+186.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.9% |
| 7D | +11.0% | +0.9% | +10.1% | +10.5% |
| 30D | -15.0% | +3.1% | -18.1% | -16.2% |
| 3M | -28.2% | -12.6% | -15.7% | -23.2% |
| 6M | -20.5% | -12.4% | -8.0% | -14.9% |
| YTD | -11.2% | -13.2% | +2.0% | -4.7% |
| 1Y | -8.7% | +1.8% | -10.5% | -9.5% |
| 3Y | -63.6% | +58.0% | -121.6% | -71.7% |
| 5Y | -88.0% | -8.4% | -79.6% | -88.4% |
| 10Y | +2,333.3% | +195.3% | +2,138.1% | +826.6% |
| All | +284.2% | +98.1% | +186.1% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling