+322.0%
AMT vs ENPH
+257.1%
+64.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +0.1% |
| 7D | -2.2% | -7.6% | +5.4% | -1.8% |
| 30D | +5.8% | -16.4% | +22.2% | +6.6% |
| 3M | +12.6% | -34.3% | +46.9% | +14.8% |
| 6M | +8.3% | -28.5% | +36.9% | +8.9% |
| YTD | +11.4% | -16.4% | +27.9% | +10.1% |
| 1Y | +7.7% | -12.8% | +20.5% | +6.1% |
| 3Y | +14.8% | -65.7% | +80.5% | +16.5% |
| 5Y | -18.0% | -89.4% | +71.4% | -12.8% |
| 10Y | +133.0% | +2,249.1% | -2,116.1% | +84.3% |
| All | +322.0% | +257.1% | +64.9% | +245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling