+170.3%
AMT vs SEDG
+19.0%
+151.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | +1.5% | -13.3% | +14.8% | +2.3% |
| 30D | +6.8% | -21.9% | +28.7% | +8.2% |
| 3M | +11.2% | -25.9% | +37.1% | +12.7% |
| 6M | +12.5% | -44.2% | +56.7% | +14.2% |
| YTD | +12.5% | -17.3% | +29.8% | +9.6% |
| 1Y | +10.1% | -34.5% | +44.6% | +9.0% |
| 3Y | +16.0% | -66.7% | +82.7% | +13.5% |
| 5Y | -17.2% | -93.4% | +76.3% | -9.4% |
| 10Y | +135.2% | +78.7% | +56.6% | +96.3% |
| All | +170.3% | +19.0% | +151.3% | +126.6% |
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