-67.7%
ENPH vs ARMK
+125.3%
-193.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.1% |
| 7D | +9.3% | +1.7% | +7.6% | +8.4% |
| 30D | -7.3% | +3.1% | -10.4% | -8.6% |
| 3M | -31.7% | +9.2% | -41.0% | -34.6% |
| 6M | -3.5% | +43.7% | -47.2% | -17.6% |
| YTD | +21.2% | +57.4% | -36.2% | -0.3% |
| 1Y | +0.1% | +51.9% | -51.8% | -16.6% |
| 3Y | -67.7% | +125.4% | -193.1% | -77.3% |
| All | -67.7% | +125.3% | -193.0% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 3y: compounded portfolio wealth divided by compounded ARMK 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…
3y analysis · Full analysis span regression · 6 months rolling