+164.0%
AMDL vs SEDG
-46.6%
+210.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -8.9% | +20.8% | +15.9% |
| 7D | +103.5% | -7.3% | +110.8% | +109.8% |
| 30D | -18.3% | -25.3% | +7.0% | -5.7% |
| 3M | +20.1% | -24.1% | +44.2% | +36.0% |
| 6M | +15.9% | -39.9% | +55.8% | +60.2% |
| YTD | +303.0% | -15.8% | +318.8% | +402.5% |
| 1Y | +164.0% | -42.9% | +206.8% | +261.8% |
| All | +164.0% | -46.6% | +210.6% | +261.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling