-88.4%
SEDG vs BAM
+78.0%
-166.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.7% |
| 7D | +8.9% | -2.0% | +10.9% | +10.5% |
| 30D | +0.9% | -2.9% | +3.8% | +3.2% |
| 3M | -53.2% | +9.4% | -62.6% | -56.7% |
| 6M | -9.9% | +10.8% | -20.6% | -18.4% |
| YTD | +18.5% | -0.4% | +19.0% | +17.2% |
| 1Y | +0.1% | -10.9% | +11.0% | +8.9% |
| 3Y | -78.9% | +61.3% | -140.1% | -85.8% |
| All | -88.4% | +78.0% | -166.4% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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