-6.2%
AAL vs FSLR
+13.9%
-20.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +1.5% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -20.8% | -13.7% | -7.1% | -18.6% |
| 3M | -1.3% | -35.1% | +33.8% | +6.3% |
| 6M | +5.4% | +3.6% | +1.7% | +4.0% |
| YTD | -14.4% | -21.7% | +7.4% | -12.0% |
| 1Y | +2.1% | +1.3% | +0.8% | 0.0% |
| All | -6.2% | +13.9% | -20.1% | -14.3% |
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