+1,940.0%
ENPH vs ALM
+3,082.3%
-1,142.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -5.1% |
| 7D | +3.4% | +3.6% | -0.2% | +3.1% |
| 30D | -10.3% | +33.8% | -44.1% | -12.4% |
| 3M | -31.4% | +14.8% | -46.2% | -32.4% |
| 6M | -10.1% | -7.0% | -3.2% | -10.4% |
| YTD | +14.6% | +108.1% | -93.5% | +9.1% |
| 1Y | -3.2% | +313.8% | -317.0% | -11.3% |
| 3Y | -69.5% | +2,227.6% | -2,297.1% | -74.9% |
| 5Y | -77.2% | +956.6% | -1,033.9% | -80.8% |
| 10Y | +1,940.0% | +3,082.3% | -1,142.3% | +1,554.9% |
| All | +1,940.0% | +3,082.3% | -1,142.3% | +1,554.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling