-88.7%
ENPH vs ALM
+456.2%
-544.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | -10.3% | -7.2% | -3.1% | -9.5% |
| 30D | -10.1% | -26.4% | +16.2% | -6.9% |
| 3M | -33.1% | -38.6% | +5.5% | -29.5% |
| 6M | -24.8% | -61.0% | +36.2% | -17.4% |
| YTD | -11.7% | -7.4% | -4.3% | -9.5% |
| 1Y | -8.2% | +14.0% | -22.2% | -7.3% |
| 3Y | -63.7% | +844.4% | -908.2% | -68.2% |
| 5Y | -88.7% | +410.8% | -499.5% | -89.8% |
| All | -88.7% | +456.2% | -544.9% | -89.8% |
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