-0.7%
ENPH vs ALM
+279.2%
-279.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +2.7% |
| 7D | +1.5% | -7.1% | +8.6% | +3.2% |
| 30D | -12.9% | +24.7% | -37.5% | -18.1% |
| 3M | -27.1% | +8.3% | -35.4% | -29.6% |
| 6M | -15.4% | -22.2% | +6.7% | -14.1% |
| YTD | +15.0% | +88.1% | -73.1% | +3.4% |
| 1Y | -0.7% | +272.4% | -273.1% | +6.9% |
| All | -0.7% | +279.2% | -279.9% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling