+1,162.1%
AMAT vs ENPH
+2,272.5%
-1,110.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.5% |
| 7D | -14.7% | +11.0% | -25.7% | -16.4% |
| 30D | -36.1% | -15.0% | -21.1% | -34.6% |
| 3M | -36.9% | -28.2% | -8.6% | -33.6% |
| 6M | -22.2% | -20.5% | -1.7% | -20.0% |
| YTD | +29.9% | -11.2% | +41.1% | +27.5% |
| 1Y | +43.3% | -8.7% | +51.9% | +39.7% |
| 3Y | +142.7% | -63.6% | +206.3% | +159.8% |
| 5Y | +126.2% | -88.0% | +214.2% | +181.0% |
| All | +1,162.1% | +2,272.5% | -1,110.4% | +790.9% |
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