+65.2%
SEDG vs ARMK
+183.1%
-117.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | +8.9% | -2.4% | +11.3% | +10.1% |
| 30D | +0.9% | 0.0% | +0.9% | +0.8% |
| 3M | -53.2% | +6.7% | -59.9% | -54.9% |
| 6M | -9.9% | +38.8% | -48.7% | -23.2% |
| YTD | +18.5% | +55.2% | -36.6% | -4.6% |
| 1Y | +0.1% | +46.6% | -46.5% | -17.3% |
| 3Y | -78.9% | +112.9% | -191.8% | -85.2% |
| 5Y | -88.0% | +144.0% | -232.0% | -92.0% |
| 10Y | +97.5% | +132.4% | -35.0% | +35.0% |
| All | +65.2% | +183.1% | -117.9% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling