+446.5%
APLD vs SEDG
-75.9%
+522.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.5% | +0.8% | +6.1% |
| 7D | +16.6% | +12.1% | +4.4% | +14.1% |
| 30D | -3.1% | +14.7% | -17.8% | -6.0% |
| 3M | -30.9% | -43.0% | +12.2% | -24.5% |
| 6M | +12.6% | +9.0% | +3.6% | +8.2% |
| YTD | +15.5% | +26.3% | -10.8% | +8.3% |
| 1Y | +103.5% | +8.9% | +94.6% | +94.4% |
| 3Y | +446.5% | -75.5% | +522.1% | +835.0% |
| All | +446.5% | -75.9% | +522.4% | +835.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling