+11.8%
AAL vs FSLR
+29.6%
-17.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -0.1% | -14.8% | +14.7% | +2.9% |
| 30D | +11.7% | -4.3% | +16.0% | +12.5% |
| 3M | -12.5% | -23.4% | +10.8% | -8.5% |
| 6M | +3.6% | -26.9% | +30.6% | +8.6% |
| YTD | -14.1% | -34.4% | +20.3% | -9.3% |
| 1Y | +0.8% | -33.2% | +34.0% | +6.0% |
| 3Y | +11.8% | +28.1% | -16.3% | -1.5% |
| All | +11.8% | +29.6% | -17.8% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling