+131.0%
AMDL vs SEDG
-43.5%
+174.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.3% | +9.4% | +7.1% |
| 7D | +29.0% | +3.6% | +25.3% | +27.7% |
| 30D | +19.1% | +9.3% | +9.8% | +15.3% |
| 3M | +1.8% | -39.1% | +40.9% | +18.7% |
| 6M | +374.4% | +1.8% | +372.6% | +374.3% |
| YTD | +278.9% | +22.0% | +256.9% | +255.7% |
| 1Y | +510.6% | +17.2% | +493.4% | +476.3% |
| All | +131.0% | -43.5% | +174.5% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling