+3,495.9%
ASML vs ENPH
+384.9%
+3,111.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +1.1% | -2.4% | +3.5% | +1.4% |
| 30D | +2.2% | -6.6% | +8.8% | +3.0% |
| 3M | -2.3% | -46.8% | +44.5% | +5.6% |
| 6M | +23.0% | -14.7% | +37.7% | +24.2% |
| YTD | +61.1% | +13.5% | +47.6% | +54.7% |
| 1Y | +129.1% | -0.4% | +129.5% | +122.5% |
| 3Y | +165.4% | -71.7% | +237.1% | +188.3% |
| 5Y | +109.5% | -79.1% | +188.6% | +129.9% |
| 10Y | +1,645.7% | +1,898.4% | -252.6% | +1,147.7% |
| All | +3,495.9% | +384.9% | +3,111.0% | +2,485.4% |
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 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