+44.9%
AMZN vs ENPH
-77.5%
+122.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.7% | -1.1% |
| 7D | -1.0% | +3.4% | -4.4% | -1.5% |
| 30D | -9.2% | -10.3% | +1.0% | -8.1% |
| 3M | +3.4% | -31.4% | +34.7% | +7.7% |
| 6M | +18.2% | -10.1% | +28.4% | +17.2% |
| YTD | +9.3% | +14.6% | -5.2% | +3.1% |
| 1Y | +5.9% | -3.2% | +9.2% | +1.8% |
| 3Y | +82.6% | -69.5% | +152.1% | +96.7% |
| 5Y | +44.9% | -77.2% | +122.1% | +50.8% |
| All | +44.9% | -77.5% | +122.4% | +50.8% |
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 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