-75.5%
SEDG vs ARMK
+125.3%
-200.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.4% | +5.1% | +5.6% |
| 7D | +12.1% | +1.7% | +10.4% | +10.9% |
| 30D | +14.7% | +3.1% | +11.6% | +12.1% |
| 3M | -43.0% | +9.2% | -52.3% | -46.8% |
| 6M | +9.0% | +43.7% | -34.6% | -15.6% |
| YTD | +26.3% | +57.4% | -31.1% | -9.3% |
| 1Y | +8.9% | +51.9% | -42.9% | -19.9% |
| 3Y | -75.5% | +125.4% | -200.9% | -86.5% |
| All | -75.5% | +125.3% | -200.8% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling