-99.9%
AMIX vs SEDG
-64.4%
-35.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -8.9% | +0.5% | -7.7% |
| 7D | -10.9% | -7.3% | -3.6% | -10.4% |
| 30D | -55.0% | -25.3% | -29.7% | -53.9% |
| 3M | -82.0% | -24.1% | -57.9% | -81.7% |
| 6M | -80.4% | -39.9% | -40.5% | -78.5% |
| YTD | -88.3% | -15.8% | -72.5% | -86.2% |
| 1Y | -92.4% | -42.9% | -49.5% | -91.5% |
| All | -99.9% | -64.4% | -35.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling