-76.2%
ENPH vs ALM
+1,033.0%
-1,109.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.8% | -2.1% | +5.8% |
| 7D | +9.3% | +8.4% | +0.8% | +8.3% |
| 30D | -7.3% | +34.8% | -42.1% | -10.6% |
| 3M | -31.7% | +16.2% | -48.0% | -33.3% |
| 6M | -3.5% | +2.1% | -5.6% | -5.0% |
| YTD | +21.2% | +117.0% | -95.9% | +13.0% |
| 1Y | +0.1% | +313.9% | -313.8% | -10.5% |
| 3Y | -67.7% | +2,327.9% | -2,395.6% | -74.5% |
| 5Y | -76.2% | +1,040.6% | -1,116.9% | -80.0% |
| All | -76.2% | +1,033.0% | -1,109.3% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling