+1,315.3%
AMAT vs ENPH
+2,696.2%
-1,380.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.1% | +9.2% | +11.0% |
| 7D | -1.1% | +4.1% | -5.2% | -1.7% |
| 30D | -26.9% | -11.4% | -15.5% | -25.8% |
| 3M | -31.2% | -30.5% | -0.6% | -27.2% |
| 6M | -14.7% | -20.2% | +5.5% | -12.3% |
| YTD | +44.7% | -9.3% | +54.0% | +41.5% |
| 1Y | +62.0% | -3.8% | +65.7% | +56.5% |
| 3Y | +165.0% | -61.5% | +226.5% | +180.9% |
| 5Y | +147.1% | -87.9% | +235.0% | +206.2% |
| 10Y | +1,315.3% | +2,519.8% | -1,204.6% | +907.0% |
| All | +1,315.3% | +2,696.2% | -1,380.9% | +907.0% |
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