-67.0%
ENPH vs AMDL
+131.0%
-197.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.0% | -11.5% | -6.2% |
| 7D | +3.4% | +29.0% | -25.6% | -0.1% |
| 30D | -10.3% | +19.1% | -29.3% | -12.6% |
| 3M | -31.4% | +1.8% | -33.2% | -32.7% |
| 6M | -10.1% | +374.4% | -384.5% | -24.1% |
| YTD | +14.6% | +278.9% | -264.3% | -4.8% |
| 1Y | -3.2% | +510.6% | -513.8% | -27.0% |
| All | -67.0% | +131.0% | -197.9% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling