+15.2%
SEDG vs ACM
+140.9%
-125.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.2% |
| 7D | -13.3% | +5.6% | -18.9% | -16.5% |
| 30D | -21.9% | +20.8% | -42.7% | -31.1% |
| 3M | -25.9% | +11.4% | -37.3% | -31.2% |
| 6M | -44.2% | +0.9% | -45.2% | -45.7% |
| YTD | -17.3% | -24.8% | +7.5% | -4.4% |
| 1Y | -34.5% | -46.4% | +11.9% | -4.7% |
| 3Y | -66.7% | -9.2% | -57.5% | -65.6% |
| 5Y | -93.4% | +5.0% | -98.4% | -93.7% |
| 10Y | +78.7% | +130.6% | -51.9% | +6.4% |
| All | +15.2% | +140.9% | -125.7% | -32.9% |
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