+362.3%
ENPH vs AMCR
+96.6%
+265.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.8% | +8.6% | +7.7% |
| 7D | +9.3% | -1.8% | +11.1% | +10.2% |
| 30D | -7.3% | -6.0% | -1.2% | -4.4% |
| 3M | -31.7% | +18.9% | -50.7% | -38.1% |
| 6M | -3.5% | +5.7% | -9.1% | -7.4% |
| YTD | +21.2% | +11.1% | +10.1% | +14.6% |
| 1Y | +0.1% | +12.7% | -12.7% | -5.9% |
| 3Y | -67.7% | +9.6% | -77.3% | -69.0% |
| 5Y | -76.2% | -10.3% | -65.9% | -75.2% |
| 10Y | +2,057.2% | +16.5% | +2,040.7% | +1,787.5% |
| All | +362.3% | +96.6% | +265.6% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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