+395.2%
ENPH vs AZO
+664.9%
-269.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | -3.6% | +3.5% | +1.5% |
| 30D | -10.8% | -5.6% | -5.3% | -8.8% |
| 3M | -33.8% | -6.6% | -27.2% | -32.6% |
| 6M | -16.1% | -22.5% | +6.4% | -7.8% |
| YTD | +13.4% | -15.2% | +28.6% | +19.3% |
| 1Y | -2.6% | -33.9% | +31.3% | +14.4% |
| 3Y | -70.3% | +11.8% | -82.1% | -73.8% |
| 5Y | -77.0% | +85.5% | -162.6% | -84.5% |
| 10Y | +1,919.4% | +298.2% | +1,621.2% | +803.6% |
| All | +395.2% | +664.9% | -269.7% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling