-91.1%
SEDG vs ABCL
-79.6%
-11.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.4% |
| 7D | -21.4% | +2.3% | -23.6% | -21.8% |
| 30D | -19.7% | -0.7% | -19.0% | -20.1% |
| 3M | -19.7% | +33.4% | -53.1% | -29.1% |
| 6M | -37.4% | +137.8% | -175.2% | -56.9% |
| YTD | -10.4% | +264.3% | -274.7% | -48.8% |
| 1Y | -43.0% | +209.2% | -252.2% | -65.3% |
| 3Y | -63.6% | +208.4% | -272.1% | -79.3% |
| 5Y | -92.5% | -11.9% | -80.6% | -94.4% |
| All | -91.1% | -79.6% | -11.6% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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