-64.0%
ENPH vs ALM
+901.8%
-965.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | -10.3% | -7.2% | -3.1% | -9.3% |
| 30D | -10.1% | -26.4% | +16.2% | -6.2% |
| 3M | -33.1% | -38.6% | +5.5% | -28.8% |
| 6M | -24.8% | -61.0% | +36.2% | -15.8% |
| YTD | -11.7% | -7.4% | -4.3% | -8.5% |
| 1Y | -8.2% | +14.0% | -22.2% | -6.5% |
| All | -64.0% | +901.8% | -965.8% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling