-76.2%
ENPH vs APD
+26.2%
-102.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +7.9% | +7.5% |
| 7D | +9.3% | -2.5% | +11.7% | +10.9% |
| 30D | -7.3% | -1.9% | -5.4% | -6.3% |
| 3M | -31.7% | +8.2% | -40.0% | -36.0% |
| 6M | -3.5% | +10.7% | -14.2% | -11.5% |
| YTD | +21.2% | +22.9% | -1.8% | +4.1% |
| 1Y | +0.1% | +5.8% | -5.7% | -5.6% |
| 3Y | -67.7% | +7.8% | -75.5% | -70.3% |
| 5Y | -76.2% | +26.1% | -102.3% | -83.5% |
| All | -76.2% | +26.2% | -102.5% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling