-42.9%
SEDG vs ACM
-46.1%
+3.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.2% | -8.7% | -8.9% |
| 7D | -7.3% | +5.1% | -12.4% | -8.6% |
| 30D | -25.3% | +18.7% | -44.0% | -28.9% |
| 3M | -24.1% | +15.5% | -39.6% | -27.3% |
| 6M | -39.9% | +1.2% | -41.1% | -40.9% |
| YTD | -15.8% | -25.2% | +9.4% | -10.4% |
| 1Y | -42.9% | -46.3% | +3.4% | -37.6% |
| All | -42.9% | -46.1% | +3.2% | -37.6% |
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