+70.1%
SEDG vs AMP
+439.8%
-369.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.9% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +9.3% | -1.0% | +10.3% | +9.9% |
| 3M | -39.1% | +23.2% | -62.3% | -46.4% |
| 6M | +1.8% | +20.4% | -18.6% | -9.7% |
| YTD | +22.0% | +13.6% | +8.4% | +11.8% |
| 1Y | +17.2% | +13.4% | +3.9% | +7.9% |
| 3Y | -76.3% | +66.5% | -142.8% | -82.9% |
| 5Y | -87.2% | +120.2% | -207.5% | -92.1% |
| 10Y | +108.6% | +576.5% | -467.9% | -35.0% |
| All | +70.1% | +439.8% | -369.7% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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