-22.9%
AMRZ vs SEDG
+5.8%
-28.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.5% | -10.8% | -4.5% |
| 7D | -2.0% | +12.1% | -14.1% | -2.5% |
| 30D | -9.8% | +14.7% | -24.5% | -10.4% |
| 3M | -17.2% | -43.0% | +25.8% | -16.2% |
| 6M | -26.9% | +9.0% | -36.0% | -28.2% |
| YTD | -21.5% | +26.3% | -47.7% | -23.3% |
| 1Y | -22.9% | +8.9% | -31.8% | -24.5% |
| All | -22.9% | +5.8% | -28.7% | -24.5% |
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