+276.6%
ENPH vs APD
+428.8%
-152.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.3% | -5.2% |
| 7D | -9.1% | -0.2% | -8.9% | -8.8% |
| 30D | -15.8% | +11.0% | -26.8% | -22.0% |
| 3M | -32.5% | +2.0% | -34.4% | -33.5% |
| 6M | -24.2% | +7.1% | -31.2% | -29.3% |
| YTD | -13.8% | +29.8% | -43.5% | -30.4% |
| 1Y | -15.8% | +24.0% | -39.9% | -30.4% |
| 3Y | -64.6% | +27.2% | -91.7% | -72.1% |
| 5Y | -88.1% | +12.8% | -100.8% | -89.8% |
| 10Y | +2,367.9% | +185.0% | +2,182.8% | +798.1% |
| All | +276.6% | +428.8% | -152.2% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling