+803.8%
ENPH vs AMBA
+772.6%
+31.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.9% | -3.9% |
| 7D | +11.0% | -7.2% | +18.2% | +13.8% |
| 30D | -15.0% | -10.4% | -4.6% | -11.9% |
| 3M | -28.2% | -30.1% | +1.9% | -19.2% |
| 6M | -20.5% | -22.4% | +2.0% | -16.4% |
| YTD | -11.2% | -17.3% | +6.2% | -9.3% |
| 1Y | -8.7% | -35.4% | +26.7% | +0.6% |
| 3Y | -63.6% | +18.6% | -82.2% | -70.0% |
| 5Y | -88.0% | -69.8% | -18.2% | -85.6% |
| 10Y | +2,333.3% | +1.1% | +2,332.2% | +1,741.1% |
| All | +803.8% | +772.6% | +31.2% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling