+1,591.4%
AMAT vs ENPH
+1,898.4%
-306.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | -1.5% | -2.4% | +0.9% | -1.1% |
| 30D | -14.8% | -6.6% | -8.2% | -13.9% |
| 3M | -9.3% | -46.8% | +37.6% | +1.2% |
| 6M | +27.4% | -14.7% | +42.1% | +29.7% |
| YTD | +77.6% | +13.5% | +64.1% | +68.3% |
| 1Y | +188.9% | -0.4% | +189.4% | +178.6% |
| 3Y | +202.3% | -71.7% | +274.0% | +238.6% |
| 5Y | +248.9% | -79.1% | +328.0% | +294.1% |
| All | +1,591.4% | +1,898.4% | -306.9% | +1,110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 10y: compounded portfolio wealth divided by compounded ENPH 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…
10y analysis · Full analysis span regression · 6 months rolling