+494.7%
ENPH vs ARMK
+334.6%
+160.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.0% | +0.2% |
| 7D | +4.1% | +0.9% | +3.2% | +3.5% |
| 30D | -11.4% | -0.4% | -11.0% | -11.5% |
| 3M | -30.5% | -2.0% | -28.6% | -30.2% |
| 6M | -20.2% | +22.0% | -42.2% | -27.5% |
| YTD | -9.3% | +49.6% | -58.9% | -25.1% |
| 1Y | -3.8% | +46.4% | -50.1% | -19.8% |
| 3Y | -61.5% | +103.2% | -164.7% | -73.1% |
| 5Y | -87.9% | +108.1% | -196.0% | -91.6% |
| 10Y | +2,519.8% | +129.4% | +2,390.4% | +1,495.9% |
| All | +494.7% | +334.6% | +160.0% | +194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling