+285.6%
ENPH vs ARWR
+688.5%
-402.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | -10.3% | -19.9% | +9.6% | -6.1% |
| 30D | -10.1% | -18.7% | +8.6% | -6.4% |
| 3M | -33.1% | -44.7% | +11.6% | -24.4% |
| 6M | -24.8% | -36.5% | +11.7% | -18.2% |
| YTD | -11.7% | -25.7% | +14.0% | -8.2% |
| 1Y | -8.2% | +18.9% | -27.2% | -15.3% |
| 3Y | -63.7% | +83.1% | -146.8% | -72.1% |
| 5Y | -88.7% | -34.9% | -53.8% | -89.6% |
| 10Y | +2,382.5% | +1,080.9% | +1,301.6% | +1,081.4% |
| All | +285.6% | +688.5% | -402.9% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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