-14.7%
AMRZ vs SEDG
+109.1%
-123.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -1.9% | +8.9% | -10.8% | -2.3% |
| 30D | -16.9% | +0.9% | -17.8% | -17.0% |
| 3M | -19.2% | -53.2% | +34.0% | -17.5% |
| 6M | -29.3% | -9.9% | -19.4% | -30.0% |
| YTD | -18.0% | +18.5% | -36.5% | -19.8% |
| 1Y | -15.1% | +0.1% | -15.2% | -17.2% |
| All | -14.7% | +109.1% | -123.8% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling