-87.5%
SEDG vs ABCL
-40.0%
-47.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | +8.9% | +0.7% | +8.2% | +8.6% |
| 30D | +0.9% | +93.1% | -92.2% | -25.0% |
| 3M | -53.2% | +79.4% | -132.7% | -64.4% |
| 6M | -9.9% | +214.9% | -224.7% | -47.1% |
| YTD | +18.5% | +234.2% | -215.7% | -33.9% |
| 1Y | +0.1% | +174.8% | -174.6% | -40.4% |
| 3Y | -78.9% | +104.5% | -183.4% | -87.1% |
| All | -87.5% | -40.0% | -47.6% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling