-70.3%
ENPH vs AZO
+10.0%
-80.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.1% | -3.6% | +3.5% | +0.2% |
| 30D | -10.8% | -5.6% | -5.3% | -10.5% |
| 3M | -33.8% | -6.6% | -27.2% | -33.5% |
| 6M | -16.1% | -22.5% | +6.4% | -12.9% |
| YTD | +13.4% | -15.2% | +28.6% | +16.4% |
| 1Y | -2.6% | -33.9% | +31.3% | +3.8% |
| 3Y | -70.3% | +11.8% | -82.1% | -72.4% |
| All | -70.3% | +10.0% | -80.3% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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