+100.6%
AMT vs SEDG
+118.8%
-18.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.7% |
| 7D | -2.7% | +8.7% | -11.4% | -3.2% |
| 30D | +2.0% | +10.3% | -8.3% | +1.2% |
| 3M | -9.3% | -32.6% | +23.3% | -7.8% |
| 6M | -5.2% | -3.6% | -1.7% | -7.4% |
| YTD | +0.5% | +27.4% | -26.9% | -4.5% |
| 1Y | -7.3% | +24.9% | -32.2% | -12.6% |
| 3Y | +6.2% | -75.3% | +81.5% | +8.7% |
| 5Y | -31.2% | -86.3% | +55.1% | -27.5% |
| All | +100.6% | +118.8% | -18.2% | +72.6% |
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 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