-76.2%
ENPH vs ARMK
+148.1%
-224.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +5.9% |
| 7D | +9.3% | +1.7% | +7.6% | +8.3% |
| 30D | -7.3% | +3.1% | -10.4% | -9.0% |
| 3M | -31.7% | +9.2% | -41.0% | -35.2% |
| 6M | -3.5% | +43.7% | -47.2% | -21.5% |
| YTD | +21.2% | +57.4% | -36.2% | -6.4% |
| 1Y | +0.1% | +51.9% | -51.8% | -21.4% |
| 3Y | -67.7% | +125.4% | -193.1% | -80.8% |
| 5Y | -76.2% | +149.1% | -225.3% | -87.3% |
| All | -76.2% | +148.1% | -224.4% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling