+576.8%
ASTS vs SEDG
-57.3%
+634.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.5% | -0.4% | +4.4% |
| 7D | +18.5% | +12.1% | +6.4% | +15.2% |
| 30D | -8.1% | +14.7% | -22.8% | -11.6% |
| 3M | -28.2% | -43.0% | +14.9% | -18.9% |
| 6M | -26.1% | +9.0% | -35.1% | -30.6% |
| YTD | -9.0% | +26.3% | -35.2% | -17.8% |
| 1Y | +62.2% | +8.9% | +53.2% | +50.1% |
| 3Y | +1,621.9% | -75.5% | +1,697.4% | +1,745.6% |
| 5Y | +457.0% | -86.7% | +543.7% | +543.0% |
| All | +576.8% | -57.3% | +634.1% | +676.4% |
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 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