+62.2%
ASTS vs SEDG
+5.8%
+56.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.5% | -0.4% | +3.7% |
| 7D | +18.5% | +12.1% | +6.4% | +13.8% |
| 30D | -8.1% | +14.7% | -22.8% | -13.1% |
| 3M | -28.2% | -43.0% | +14.9% | -14.6% |
| 6M | -26.1% | +9.0% | -35.1% | -34.0% |
| YTD | -9.0% | +26.3% | -35.2% | -24.3% |
| 1Y | +62.2% | +8.9% | +53.2% | +47.9% |
| All | +62.2% | +5.8% | +56.3% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling