-32.3%
AMT vs ENPH
-77.3%
+45.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.8% | -0.5% |
| 7D | -0.2% | +9.3% | -9.4% | -0.8% |
| 30D | +1.8% | -7.3% | +9.1% | +2.3% |
| 3M | -6.2% | -31.7% | +25.6% | -3.9% |
| 6M | -5.0% | -3.5% | -1.5% | -6.6% |
| YTD | +2.1% | +21.2% | -19.1% | -2.9% |
| 1Y | -5.7% | +0.1% | -5.8% | -9.0% |
| 3Y | +7.9% | -67.7% | +75.6% | +11.7% |
| 5Y | -32.3% | -76.2% | +43.9% | -29.4% |
| All | -32.3% | -77.3% | +45.0% | -29.4% |
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