-98.8%
AMC vs SEDG
+84.0%
-182.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.9% | +6.6% | -0.7% |
| 7D | +8.4% | -7.3% | +15.7% | +9.8% |
| 30D | +9.2% | -25.3% | +34.5% | +14.7% |
| 3M | +32.0% | -24.1% | +56.2% | +37.6% |
| 6M | +149.3% | -39.9% | +189.2% | +158.3% |
| YTD | +114.1% | -15.8% | +129.9% | +98.4% |
| 1Y | +35.8% | -42.9% | +78.6% | +36.1% |
| 3Y | -58.3% | -65.9% | +7.6% | -60.0% |
| 5Y | -99.2% | -93.3% | -5.9% | -98.8% |
| All | -98.8% | +84.0% | -182.8% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling