-99.5%
AMC vs SEDG
-87.2%
-12.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.5% | -9.9% | -4.8% |
| 7D | -0.8% | +12.1% | -12.9% | -3.2% |
| 30D | -1.2% | +14.7% | -15.9% | -4.3% |
| 3M | +42.2% | -43.0% | +85.3% | +54.5% |
| 6M | +118.8% | +9.0% | +109.8% | +92.6% |
| YTD | +64.1% | +26.3% | +37.8% | +36.7% |
| 1Y | -9.5% | +8.9% | -18.5% | -24.5% |
| 3Y | -64.3% | -75.5% | +11.2% | -51.2% |
| 5Y | -99.5% | -86.7% | -12.7% | -99.1% |
| All | -99.5% | -87.2% | -12.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling