+443.7%
APLD vs SEDG
-88.8%
+532.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | +4.1% | +8.9% | -4.8% | +2.0% |
| 30D | -11.7% | +0.9% | -12.6% | -12.4% |
| 3M | -40.3% | -53.2% | +13.0% | -30.2% |
| 6M | -8.0% | -9.9% | +1.9% | -9.7% |
| YTD | +7.5% | +18.5% | -11.0% | -1.1% |
| 1Y | +84.0% | +0.1% | +83.9% | +73.3% |
| 3Y | +356.2% | -78.9% | +435.1% | +612.2% |
| All | +443.7% | -88.8% | +532.5% | +895.3% |
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