-99.9%
AMIX vs SEDG
-59.7%
-40.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.4% |
| 7D | -16.0% | -8.5% | -7.6% | -15.4% |
| 30D | -55.4% | -17.0% | -38.4% | -54.7% |
| 3M | -87.5% | -15.8% | -71.7% | -87.4% |
| 6M | -81.2% | -32.3% | -48.9% | -79.5% |
| YTD | -86.8% | -4.6% | -82.2% | -84.6% |
| 1Y | -91.6% | -29.2% | -62.3% | -90.6% |
| All | -99.9% | -59.7% | -40.2% | -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