+229.3%
APLD vs SEDG
-92.2%
+321.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.3% |
| 7D | +2.7% | -13.3% | +16.0% | +6.4% |
| 30D | -21.4% | -21.9% | +0.4% | -16.3% |
| 3M | -47.8% | -25.9% | -22.0% | -44.1% |
| 6M | -64.9% | -44.2% | -20.6% | -60.8% |
| YTD | -34.9% | -17.3% | -17.5% | -34.6% |
| 1Y | -30.7% | -34.5% | +3.8% | -27.1% |
| 3Y | +305.3% | -66.7% | +372.0% | +381.5% |
| All | +229.3% | -92.2% | +321.4% | +558.4% |
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