+34.4%
AMCR vs SEDG
+83.3%
-48.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.6% |
| 7D | -5.0% | +8.7% | -13.7% | -5.4% |
| 30D | -8.0% | +10.3% | -18.3% | -8.6% |
| 3M | +14.3% | -32.6% | +46.9% | +16.0% |
| 6M | +5.3% | -3.6% | +8.9% | +3.3% |
| YTD | +7.7% | +27.4% | -19.6% | +3.3% |
| 1Y | +10.8% | +24.9% | -14.1% | +5.5% |
| 3Y | +9.6% | -75.3% | +84.9% | +9.7% |
| 5Y | -10.2% | -86.3% | +76.1% | -8.4% |
| 10Y | +16.5% | +117.7% | -101.2% | +13.5% |
| All | +34.4% | +83.3% | -48.9% | +28.2% |
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