-98.7%
AMC vs SEDG
+38.0%
-136.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.7% | +8.2% |
| 7D | +6.6% | -8.4% | +15.0% | +8.1% |
| 30D | +14.1% | -14.1% | +28.2% | +16.9% |
| 3M | +31.3% | -12.9% | +44.2% | +33.4% |
| 6M | +126.7% | -33.0% | +159.7% | +130.7% |
| YTD | +117.9% | -4.1% | +122.1% | +99.5% |
| 1Y | +41.1% | -30.9% | +71.9% | +37.0% |
| 3Y | -61.0% | -60.7% | -0.3% | -63.5% |
| 5Y | -99.1% | -92.1% | -7.0% | -98.9% |
| 10Y | -98.7% | +97.6% | -196.3% | -99.0% |
| All | -98.7% | +38.0% | -136.6% | -99.0% |
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