+93.1%
SEDG vs AMBA
-0.9%
+93.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.1% | -1.1% | +2.4% |
| 7D | -8.5% | -7.2% | -1.2% | -5.2% |
| 30D | -17.0% | -10.4% | -6.7% | -13.1% |
| 3M | -15.8% | -30.1% | +14.3% | -3.3% |
| 6M | -32.3% | -22.4% | -9.8% | -28.7% |
| YTD | -4.6% | -17.3% | +12.7% | -3.3% |
| 1Y | -29.2% | -35.4% | +6.1% | -21.1% |
| 3Y | -61.7% | +18.6% | -80.3% | -68.1% |
| 5Y | -92.0% | -69.8% | -22.2% | -90.1% |
| All | +93.1% | -0.9% | +93.9% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling