-89.3%
ENPH vs AMBA
-69.7%
-19.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.0% |
| 7D | -8.4% | +2.7% | -11.1% | -9.3% |
| 30D | -11.2% | -2.2% | -9.0% | -10.6% |
| 3M | -36.1% | -26.6% | -9.4% | -28.4% |
| 6M | -37.9% | -26.8% | -11.2% | -33.1% |
| YTD | -18.7% | -15.1% | -3.5% | -18.2% |
| 1Y | -9.8% | -32.3% | +22.4% | -2.2% |
| 3Y | -66.8% | +19.8% | -86.6% | -74.2% |
| All | -89.3% | -69.7% | -19.6% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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