-20.5%
ENPH vs AR
-4.6%
-15.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.9% |
| 7D | +11.0% | -14.3% | +25.3% | +6.7% |
| 30D | -15.0% | +1.4% | -16.4% | -15.7% |
| 3M | -28.2% | +3.4% | -31.6% | -27.0% |
| 6M | -20.5% | -2.1% | -18.4% | -16.7% |
| All | -20.5% | -4.6% | -15.9% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 6mo: compounded portfolio wealth divided by compounded AR 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…
6mo analysis · Full analysis span regression · 6 months rolling