+442.8%
ENPH vs ALM
+7,705.7%
-7,262.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -2.4% | -2.6% | +0.2% | -2.3% |
| 30D | -6.6% | +32.0% | -38.6% | -6.8% |
| 3M | -46.8% | -15.0% | -31.8% | -46.8% |
| 6M | -14.7% | -10.1% | -4.6% | -14.7% |
| YTD | +13.5% | +99.4% | -86.0% | +13.0% |
| 1Y | -0.4% | +316.4% | -316.8% | -1.3% |
| 3Y | -71.7% | +2,022.0% | -2,093.7% | -72.3% |
| 5Y | -79.1% | +941.2% | -1,020.3% | -79.4% |
| 10Y | +1,898.4% | +2,950.3% | -1,052.0% | +1,852.7% |
| All | +442.8% | +7,705.7% | -7,262.9% | +427.5% |
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