+273.0%
ENPH vs ALLY
+95.5%
+177.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.7% | -3.8% |
| 7D | -9.1% | -0.7% | -8.5% | -8.7% |
| 30D | -15.8% | +1.1% | -16.9% | -16.1% |
| 3M | -32.5% | -13.2% | -19.3% | -27.4% |
| 6M | -24.2% | -13.5% | -10.7% | -18.3% |
| YTD | -13.8% | -14.3% | +0.5% | -6.9% |
| 1Y | -15.8% | -1.1% | -14.7% | -15.3% |
| 3Y | -64.6% | +62.0% | -126.6% | -72.8% |
| 5Y | -88.1% | -9.6% | -78.4% | -88.3% |
| 10Y | +2,367.9% | +176.0% | +2,191.9% | +890.8% |
| All | +273.0% | +95.5% | +177.5% | +93.6% |
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