+247.6%
ENPH vs AR
-33.4%
+281.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +11.0% | -14.3% | +25.3% | +13.9% |
| 30D | -15.0% | +1.4% | -16.4% | -15.5% |
| 3M | -28.2% | +3.4% | -31.6% | -29.0% |
| 6M | -20.5% | -2.1% | -18.4% | -20.9% |
| YTD | -11.2% | +4.7% | -15.9% | -13.4% |
| 1Y | -8.7% | +10.6% | -19.2% | -12.1% |
| 3Y | -63.6% | +24.6% | -88.2% | -66.6% |
| 5Y | -88.0% | +71.9% | -159.9% | -90.0% |
| 10Y | +2,333.3% | +46.4% | +2,287.0% | +1,856.5% |
| All | +247.6% | -33.4% | +281.0% | +247.7% |
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 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