+395.5%
ENPH vs AME
+706.5%
-311.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -1.3% |
| 7D | -2.4% | +0.6% | -3.0% | -2.9% |
| 30D | -6.6% | -6.7% | +0.1% | -0.4% |
| 3M | -46.8% | +4.1% | -50.9% | -48.5% |
| 6M | -14.7% | +1.6% | -16.3% | -15.7% |
| YTD | +13.5% | +16.1% | -2.7% | -1.3% |
| 1Y | -0.4% | +27.3% | -27.7% | -21.1% |
| 3Y | -71.7% | +50.9% | -122.6% | -81.8% |
| 5Y | -79.1% | +81.4% | -160.5% | -88.7% |
| 10Y | +1,898.4% | +417.0% | +1,481.4% | +228.8% |
| All | +395.5% | +706.5% | -311.0% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling