+15.2%
SEDG vs ARMK
+168.9%
-153.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -13.3% | +2.7% | -16.0% | -14.4% |
| 30D | -21.9% | -1.5% | -20.4% | -21.2% |
| 3M | -25.9% | -11.6% | -14.3% | -21.4% |
| 6M | -44.2% | +6.7% | -51.0% | -45.9% |
| YTD | -17.3% | +47.4% | -64.8% | -31.8% |
| 1Y | -34.5% | +41.5% | -76.0% | -44.9% |
| 3Y | -66.7% | +95.5% | -162.2% | -75.7% |
| 5Y | -93.4% | +108.4% | -201.8% | -95.3% |
| 10Y | +78.7% | +132.3% | -53.6% | +21.1% |
| All | +15.2% | +168.9% | -153.7% | -33.1% |
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