+230.9%
ASTS vs SEDG
-67.8%
+298.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.0% | +2.1% | +5.7% |
| 7D | -21.1% | -8.5% | -12.6% | -19.1% |
| 30D | -46.7% | -17.0% | -29.7% | -44.0% |
| 3M | -52.0% | -15.8% | -36.2% | -50.0% |
| 6M | -54.3% | -32.3% | -22.0% | -50.4% |
| YTD | -55.5% | -4.6% | -50.8% | -56.8% |
| 1Y | -50.5% | -29.2% | -21.2% | -48.4% |
| 3Y | +706.2% | -61.7% | +767.9% | +702.7% |
| 5Y | +165.2% | -92.0% | +257.2% | +239.2% |
| All | +230.9% | -67.8% | +298.7% | +308.5% |
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 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