-99.8%
AMIX vs SEDG
-46.7%
-53.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.8% |
| 7D | -3.4% | +12.1% | -15.5% | -4.4% |
| 30D | -54.4% | +14.7% | -69.1% | -55.0% |
| 3M | -45.7% | -43.0% | -2.7% | -45.4% |
| 6M | -49.2% | +9.0% | -58.2% | -43.7% |
| YTD | -60.3% | +26.3% | -86.6% | -54.7% |
| 1Y | -81.4% | +8.9% | -90.3% | -78.9% |
| All | -99.8% | -46.7% | -53.1% | -99.8% |
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 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