+76.7%
SEDG vs ARMK
+131.1%
-54.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +0.2% | -9.1% | -9.0% |
| 7D | -7.3% | +7.1% | -14.4% | -10.2% |
| 30D | -25.3% | -1.6% | -23.7% | -24.7% |
| 3M | -24.1% | -10.5% | -13.6% | -20.1% |
| 6M | -39.9% | +11.8% | -51.7% | -42.9% |
| YTD | -15.8% | +47.3% | -63.1% | -30.1% |
| 1Y | -42.9% | +41.5% | -84.3% | -51.7% |
| 3Y | -65.9% | +95.3% | -161.2% | -74.9% |
| 5Y | -93.3% | +108.1% | -201.4% | -95.2% |
| All | +76.7% | +131.1% | -54.5% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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