+2,891.5%
ASML vs ENPH
+279.5%
+2,611.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.8% | +5.2% |
| 7D | -9.0% | +11.0% | -20.0% | -10.3% |
| 30D | -21.0% | -15.0% | -5.9% | -19.6% |
| 3M | -16.3% | -28.2% | +11.9% | -13.1% |
| 6M | -7.5% | -20.5% | +13.0% | -5.9% |
| YTD | +34.0% | -11.2% | +45.2% | +32.2% |
| 1Y | +39.3% | -8.7% | +48.0% | +36.7% |
| 3Y | +128.9% | -63.6% | +192.4% | +141.4% |
| 5Y | +76.1% | -88.0% | +164.1% | +105.7% |
| 10Y | +1,428.4% | +2,332.9% | -904.5% | +995.6% |
| All | +2,891.5% | +279.5% | +2,611.9% | +2,109.0% |
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