+65.2%
SEDG vs ACM
+126.3%
-61.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +8.9% | -3.7% | +12.6% | +11.5% |
| 30D | +0.9% | -11.1% | +12.0% | +7.7% |
| 3M | -53.2% | -8.0% | -45.3% | -51.3% |
| 6M | -9.9% | -29.7% | +19.8% | +10.4% |
| YTD | +18.5% | -29.4% | +47.9% | +43.3% |
| 1Y | +0.1% | -46.4% | +46.5% | +46.4% |
| 3Y | -78.9% | -22.3% | -56.5% | -75.7% |
| 5Y | -88.0% | +4.5% | -92.5% | -88.4% |
| 10Y | +97.5% | +127.6% | -30.2% | +19.7% |
| All | +65.2% | +126.3% | -61.1% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling