+13.0%
AAL vs FSLR
+32.4%
-19.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.4% |
| 7D | +4.6% | +15.3% | -10.7% | +1.8% |
| 30D | +2.6% | +11.7% | -9.1% | +0.5% |
| 3M | -17.8% | -17.6% | -0.2% | -15.1% |
| 6M | +1.9% | -7.7% | +9.6% | +2.3% |
| YTD | -14.0% | -23.0% | +9.0% | -11.8% |
| 1Y | +0.2% | -26.0% | +26.3% | +3.4% |
| 3Y | +13.0% | +36.9% | -23.8% | -2.6% |
| All | +13.0% | +32.4% | -19.3% | -2.6% |
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