-87.2%
SEDG vs ARMK
+146.8%
-234.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.5% |
| 7D | +3.6% | +0.3% | +3.3% | +3.4% |
| 30D | +9.3% | +2.4% | +7.0% | +7.2% |
| 3M | -39.1% | +6.1% | -45.1% | -42.1% |
| 6M | +1.8% | +41.8% | -40.0% | -22.5% |
| YTD | +22.0% | +55.5% | -33.5% | -14.1% |
| 1Y | +17.2% | +49.6% | -32.4% | -15.2% |
| 3Y | -76.3% | +122.8% | -199.1% | -87.6% |
| 5Y | -87.2% | +151.0% | -238.2% | -93.9% |
| All | -87.2% | +146.8% | -234.1% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling