+24.9%
SEDG vs ACM
-48.9%
+73.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.1% | +5.0% |
| 7D | +8.7% | -5.9% | +14.6% | +10.9% |
| 30D | +10.3% | -6.2% | +16.5% | +12.1% |
| 3M | -32.6% | -7.9% | -24.7% | -31.5% |
| 6M | -3.6% | -30.6% | +27.0% | +9.3% |
| YTD | +27.4% | -33.3% | +60.7% | +45.8% |
| 1Y | +24.9% | -49.2% | +74.1% | +76.7% |
| All | +24.9% | -48.9% | +73.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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