+269.3%
APLD vs SEDG
-91.2%
+360.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.1% | +4.2% | +6.6% |
| 7D | +7.8% | -11.2% | +19.0% | +11.3% |
| 30D | -23.0% | -15.3% | -7.7% | -19.6% |
| 3M | -39.7% | -19.9% | -19.7% | -36.7% |
| 6M | -59.8% | -36.2% | -23.7% | -56.7% |
| YTD | -27.0% | -7.6% | -19.4% | -28.7% |
| 1Y | -37.3% | -40.3% | +3.0% | -32.8% |
| 3Y | +281.9% | -62.5% | +344.4% | +339.5% |
| All | +269.3% | -91.2% | +360.5% | +618.1% |
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