-98.7%
AMC vs SEDG
+29.0%
-127.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +2.9% |
| 7D | +5.5% | -21.4% | +26.8% | +9.7% |
| 30D | +16.1% | -19.7% | +35.8% | +20.2% |
| 3M | +43.0% | -19.7% | +62.7% | +47.2% |
| 6M | +130.7% | -37.4% | +168.1% | +137.4% |
| YTD | +121.8% | -10.4% | +132.2% | +105.3% |
| 1Y | +40.7% | -43.0% | +83.7% | +41.6% |
| 3Y | -56.8% | -63.6% | +6.8% | -59.0% |
| 5Y | -99.1% | -92.5% | -6.6% | -98.8% |
| 10Y | -98.7% | +86.0% | -184.7% | -99.0% |
| All | -98.7% | +29.0% | -127.6% | -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