+153.3%
AMAT vs ENPH
-66.2%
+219.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | -0.1% | -2.3% |
| 7D | +11.4% | -8.4% | +19.8% | +13.1% |
| 30D | -17.0% | -11.2% | -5.9% | -15.7% |
| 3M | -30.6% | -36.1% | +5.5% | -25.5% |
| 6M | -14.9% | -37.9% | +23.0% | -7.9% |
| YTD | +44.7% | -18.7% | +63.3% | +47.6% |
| 1Y | +66.9% | -9.8% | +76.7% | +67.2% |
| 3Y | +153.3% | -66.8% | +220.1% | +194.8% |
| All | +153.3% | -66.2% | +219.5% | +194.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling