+233.7%
ASTS vs SEDG
-72.1%
+305.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.0% |
| 7D | +0.8% | -13.3% | +14.1% | +4.9% |
| 30D | -22.6% | -21.9% | -0.8% | -17.2% |
| 3M | -54.4% | -25.9% | -28.5% | -50.7% |
| 6M | -56.4% | -44.2% | -12.2% | -50.4% |
| YTD | -55.1% | -17.3% | -37.8% | -54.6% |
| 1Y | -46.9% | -34.5% | -12.4% | -43.2% |
| 3Y | +715.0% | -66.7% | +781.7% | +744.3% |
| 5Y | +153.7% | -93.4% | +247.1% | +239.8% |
| All | +233.7% | -72.1% | +305.7% | +328.5% |
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