+5.2%
AVTR vs SEDG
-33.4%
+38.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.7% | +1.0% |
| 7D | +7.4% | +12.1% | -4.7% | +5.8% |
| 30D | +12.2% | +14.7% | -2.5% | +10.0% |
| 3M | +57.4% | -43.0% | +100.4% | +66.2% |
| 6M | +86.7% | +9.0% | +77.6% | +74.7% |
| YTD | +33.1% | +26.3% | +6.8% | +20.5% |
| 1Y | +16.1% | +8.9% | +7.2% | +5.7% |
| 3Y | -24.6% | -75.5% | +50.9% | -20.0% |
| 5Y | -63.5% | -86.7% | +23.2% | -59.1% |
| All | +5.2% | -33.4% | +38.6% | -16.9% |
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 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