-89.4%
ENPH vs AME
+79.2%
-168.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -5.9% | -5.8% |
| 7D | -7.6% | +8.1% | -15.7% | -13.5% |
| 30D | -16.4% | -3.8% | -12.6% | -14.0% |
| 3M | -34.3% | -6.6% | -27.7% | -31.0% |
| 6M | -28.5% | +4.6% | -33.1% | -31.4% |
| YTD | -16.4% | +17.9% | -34.4% | -27.8% |
| 1Y | -12.8% | +23.2% | -36.0% | -27.3% |
| 3Y | -65.7% | +62.9% | -128.6% | -79.4% |
| 5Y | -89.4% | +77.5% | -166.9% | -94.5% |
| All | -89.4% | +79.2% | -168.6% | -94.5% |
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