-76.7%
ENPH vs AME
+82.6%
-159.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.0% |
| 3M | -27.1% | +5.8% | -32.9% | -30.1% |
| 6M | -15.4% | +3.8% | -19.3% | -17.7% |
| YTD | +15.0% | +14.4% | +0.6% | +3.4% |
| 1Y | -0.7% | +25.8% | -26.5% | -17.6% |
| 3Y | -69.3% | +55.2% | -124.5% | -80.1% |
| 5Y | -76.7% | +85.5% | -162.2% | -86.8% |
| All | -76.7% | +82.6% | -159.3% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling