-67.7%
ENPH vs APD
+10.0%
-77.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +7.9% | +7.3% |
| 7D | +9.3% | -2.5% | +11.7% | +10.5% |
| 30D | -7.3% | -1.9% | -5.4% | -6.5% |
| 3M | -31.7% | +8.2% | -40.0% | -35.1% |
| 6M | -3.5% | +10.7% | -14.2% | -9.9% |
| YTD | +21.2% | +22.9% | -1.8% | +7.7% |
| 1Y | +0.1% | +5.8% | -5.7% | -3.8% |
| 3Y | -67.7% | +7.8% | -75.5% | -69.8% |
| All | -67.7% | +10.0% | -77.7% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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