-16.6%
AMRZ vs SEDG
+69.1%
-85.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.2% |
| 7D | -1.1% | -8.4% | +7.3% | -0.9% |
| 30D | +18.3% | -14.1% | +32.4% | +18.9% |
| 3M | -8.0% | -12.9% | +4.9% | -7.6% |
| 6M | -18.7% | -33.0% | +14.4% | -18.0% |
| YTD | -19.8% | -4.1% | -15.7% | -21.1% |
| 1Y | -12.3% | -30.9% | +18.5% | -13.2% |
| All | -16.6% | +69.1% | -85.7% | -22.9% |
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 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