+8.5%
AAL vs FSLR
-33.8%
+42.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +3.4% | -8.4% | +11.9% | +5.3% |
| 30D | +11.7% | -0.9% | +12.6% | +11.6% |
| 3M | -7.8% | -26.1% | +18.3% | -2.2% |
| 6M | +10.2% | -23.6% | +33.9% | +14.1% |
| YTD | -8.0% | -31.8% | +23.8% | -5.4% |
| 1Y | +8.5% | -32.6% | +41.1% | +12.1% |
| All | +8.5% | -33.8% | +42.3% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling