+344.1%
ENPH vs AR
-27.2%
+371.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.4% | +2.5% | -4.9% | -2.8% |
| 30D | -6.6% | +14.8% | -21.4% | -9.0% |
| 3M | -46.8% | +6.2% | -53.0% | -47.5% |
| 6M | -14.7% | +4.3% | -19.0% | -16.1% |
| YTD | +13.5% | +14.4% | -0.9% | +9.3% |
| 1Y | -0.4% | +21.3% | -21.7% | -5.6% |
| 3Y | -71.7% | +39.8% | -111.5% | -74.5% |
| 5Y | -79.1% | +142.1% | -221.2% | -83.7% |
| 10Y | +1,898.4% | +52.0% | +1,846.3% | +1,512.3% |
| All | +344.1% | -27.2% | +371.3% | +338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling