+1,539.7%
ASTS vs SEDG
-77.6%
+1,617.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +7.3% | +8.9% | -1.5% | +4.8% |
| 30D | -8.9% | +0.9% | -9.8% | -9.5% |
| 3M | -41.9% | -53.2% | +11.3% | -29.5% |
| 6M | -40.6% | -9.9% | -30.7% | -41.5% |
| YTD | -14.2% | +18.5% | -32.8% | -22.3% |
| 1Y | +48.9% | +0.1% | +48.7% | +39.4% |
| All | +1,539.7% | -77.6% | +1,617.3% | +2,315.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling