+2.1%
AVTR vs SEDG
-36.6%
+38.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.2% | +0.3% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | +6.3% | +8.3% | -2.0% | +5.0% |
| 3M | +53.3% | -40.7% | +94.0% | +61.1% |
| 6M | +78.6% | -3.9% | +82.6% | +70.4% |
| YTD | +29.2% | +20.2% | +9.0% | +17.7% |
| 1Y | +13.8% | +17.6% | -3.8% | +2.3% |
| 3Y | -27.4% | -76.6% | +49.2% | -22.6% |
| 5Y | -65.0% | -87.1% | +22.1% | -60.7% |
| All | +2.1% | -36.6% | +38.8% | -18.8% |
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