-77.5%
SEDG vs ABCL
+109.3%
-186.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | +8.9% | +0.7% | +8.2% | +8.6% |
| 30D | +0.9% | +93.1% | -92.2% | -26.6% |
| 3M | -53.2% | +79.4% | -132.7% | -65.1% |
| 6M | -9.9% | +214.9% | -224.7% | -49.9% |
| YTD | +18.5% | +234.2% | -215.7% | -37.9% |
| 1Y | +0.1% | +174.8% | -174.6% | -43.7% |
| All | -77.5% | +109.3% | -186.9% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling