+145.4%
AMT vs SEDG
+70.6%
+74.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.1% |
| 7D | -0.2% | +8.9% | -9.1% | -0.8% |
| 30D | +4.6% | +0.9% | +3.7% | +4.4% |
| 3M | -8.4% | -53.2% | +44.8% | -4.9% |
| 6M | -6.0% | -9.9% | +3.8% | -7.8% |
| YTD | +2.1% | +18.5% | -16.4% | -2.3% |
| 1Y | -6.4% | +0.1% | -6.5% | -10.2% |
| 3Y | +8.1% | -78.9% | +86.9% | +11.1% |
| 5Y | -31.9% | -88.0% | +56.1% | -28.3% |
| 10Y | +97.1% | +97.5% | -0.3% | +63.8% |
| All | +145.4% | +70.6% | +74.8% | +102.0% |
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