-34.5%
SEDG vs ABCL
+198.4%
-233.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -13.3% | -3.3% | -10.0% | -12.6% |
| 30D | -21.9% | -7.1% | -14.7% | -20.9% |
| 3M | -25.9% | +4.7% | -30.6% | -27.8% |
| 6M | -44.2% | +140.9% | -185.1% | -57.1% |
| YTD | -17.3% | +236.0% | -253.3% | -46.1% |
| 1Y | -34.5% | +217.4% | -251.9% | -54.7% |
| All | -34.5% | +198.4% | -233.0% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling