+289.1%
ENPH vs ALM
+3,551.9%
-3,262.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.4% | -2.7% |
| 7D | -8.4% | +1.2% | -9.7% | -8.4% |
| 30D | -11.2% | -19.3% | +8.2% | -11.0% |
| 3M | -36.1% | -40.6% | +4.6% | -35.8% |
| 6M | -37.9% | -57.9% | +20.0% | -37.6% |
| YTD | -18.7% | -6.7% | -12.0% | -18.6% |
| 1Y | -9.8% | +20.2% | -30.0% | -9.9% |
| 3Y | -66.8% | +879.4% | -946.3% | -67.2% |
| 5Y | -89.6% | +415.3% | -504.9% | -89.8% |
| 10Y | +2,186.8% | +2,100.8% | +86.0% | +2,144.9% |
| All | +289.1% | +3,551.9% | -3,262.8% | +280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling