+402.2%
ENPH vs AU
+246.9%
+155.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.1% |
| 7D | +1.5% | -7.0% | +8.5% | +2.8% |
| 30D | -12.9% | +7.3% | -20.1% | -14.1% |
| 3M | -27.1% | +33.2% | -60.3% | -31.1% |
| 6M | -15.4% | -0.6% | -14.8% | -16.4% |
| YTD | +15.0% | +26.2% | -11.1% | +8.8% |
| 1Y | -0.7% | +68.3% | -69.0% | -11.2% |
| 3Y | -69.3% | +592.1% | -661.5% | -79.1% |
| 5Y | -76.7% | +685.3% | -762.0% | -84.8% |
| 10Y | +1,947.8% | +682.5% | +1,265.2% | +1,169.4% |
| All | +402.2% | +246.9% | +155.3% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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