+2,437.9%
AMZN vs ENPH
+417.7%
+2,020.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -1.2% |
| 7D | +0.8% | +9.3% | -8.5% | 0.0% |
| 30D | -6.4% | -7.3% | +0.9% | -5.9% |
| 3M | +4.8% | -31.7% | +36.5% | +7.9% |
| 6M | +20.5% | -3.5% | +24.0% | +19.2% |
| YTD | +11.3% | +21.2% | -9.8% | +6.9% |
| 1Y | +9.0% | +0.1% | +8.9% | +6.1% |
| 3Y | +85.9% | -67.7% | +153.6% | +92.2% |
| 5Y | +45.8% | -76.2% | +122.0% | +52.0% |
| 10Y | +555.5% | +2,057.2% | -1,501.7% | +376.0% |
| All | +2,437.9% | +417.7% | +2,020.1% | +1,794.3% |
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