-99.0%
AMC vs SEDG
+70.6%
-169.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | +2.3% | +8.9% | -6.6% | +0.9% |
| 30D | -0.7% | +0.9% | -1.6% | -1.1% |
| 3M | +35.2% | -53.2% | +88.4% | +49.8% |
| 6M | +124.6% | -9.9% | +134.4% | +112.3% |
| YTD | +69.9% | +18.5% | +51.3% | +50.8% |
| 1Y | -2.6% | +0.1% | -2.7% | -12.8% |
| 3Y | -79.8% | -78.9% | -0.9% | -78.1% |
| 5Y | -99.4% | -88.0% | -11.4% | -99.3% |
| 10Y | -98.9% | +97.5% | -196.3% | -99.2% |
| All | -99.0% | +70.6% | -169.5% | -99.2% |
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