-87.5%
SEDG vs ABCL
-81.2%
-6.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.5% |
| 7D | +12.1% | +1.4% | +10.7% | +11.6% |
| 30D | +14.7% | +65.1% | -50.4% | -6.4% |
| 3M | -43.0% | +111.1% | -154.1% | -57.9% |
| 6M | +9.0% | +231.6% | -222.6% | -33.3% |
| YTD | +26.3% | +234.5% | -208.2% | -24.5% |
| 1Y | +8.9% | +174.3% | -165.4% | -30.9% |
| 3Y | -75.5% | +111.5% | -187.0% | -84.3% |
| 5Y | -86.7% | -37.3% | -49.4% | -89.3% |
| All | -87.5% | -81.2% | -6.3% | -87.9% |
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