+247.2%
AMAT vs ENPH
-78.8%
+326.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | -1.5% | -2.4% | +0.9% | -1.0% |
| 30D | -14.8% | -6.6% | -8.2% | -13.7% |
| 3M | -9.3% | -46.8% | +37.6% | +2.9% |
| 6M | +27.4% | -14.7% | +42.1% | +30.3% |
| YTD | +77.6% | +13.5% | +64.1% | +67.0% |
| 1Y | +188.9% | -0.4% | +189.4% | +177.2% |
| 3Y | +202.3% | -71.7% | +274.0% | +254.3% |
| All | +247.2% | -78.8% | +326.0% | +299.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling