+120.6%
ADM vs SEDG
+19.0%
+101.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.9% |
| 7D | +4.2% | -13.3% | +17.5% | +5.2% |
| 30D | -12.8% | -21.9% | +9.0% | -11.5% |
| 3M | -8.5% | -25.9% | +17.4% | -7.0% |
| 6M | -10.9% | -44.2% | +33.3% | -9.0% |
| YTD | +29.4% | -17.3% | +46.8% | +26.5% |
| 1Y | +27.5% | -34.5% | +62.1% | +26.8% |
| 3Y | +10.3% | -66.7% | +77.0% | +7.7% |
| 5Y | +27.4% | -93.4% | +120.8% | +41.3% |
| 10Y | +134.6% | +78.7% | +55.9% | +72.9% |
| All | +120.6% | +19.0% | +101.7% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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