+537.8%
ASTS vs SEDG
-59.9%
+597.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +7.3% | +8.9% | -1.5% | +5.1% |
| 30D | -8.9% | +0.9% | -9.8% | -9.5% |
| 3M | -41.9% | -53.2% | +11.3% | -31.0% |
| 6M | -40.6% | -9.9% | -30.7% | -41.4% |
| YTD | -14.2% | +18.5% | -32.8% | -21.3% |
| 1Y | +48.9% | +0.1% | +48.7% | +40.6% |
| 3Y | +1,461.7% | -78.9% | +1,540.5% | +1,630.3% |
| 5Y | +404.1% | -88.0% | +492.2% | +494.1% |
| All | +537.8% | -59.9% | +597.7% | +643.4% |
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 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