+1,947.8%
ENPH vs AME
+427.9%
+1,519.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +1.1% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -12.9% | -8.6% | -4.3% | -5.9% |
| 3M | -27.1% | +5.8% | -32.9% | -30.2% |
| 6M | -15.4% | +3.8% | -19.3% | -17.8% |
| YTD | +15.0% | +14.4% | +0.6% | +2.7% |
| 1Y | -0.7% | +25.8% | -26.5% | -18.6% |
| 3Y | -69.3% | +55.2% | -124.5% | -79.9% |
| 5Y | -76.7% | +85.5% | -162.2% | -86.9% |
| All | +1,947.8% | +427.9% | +1,519.9% | +466.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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