+17.2%
ABNB vs FSLR
+136.4%
-119.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +1.9% | -2.0% |
| 7D | -7.4% | +0.2% | -7.7% | -7.5% |
| 30D | -8.2% | -15.1% | +7.0% | -5.6% |
| 3M | +29.1% | -22.5% | +51.7% | +34.3% |
| 6M | +26.6% | +4.0% | +22.6% | +23.9% |
| YTD | +25.0% | -22.3% | +47.2% | +27.9% |
| 1Y | +37.0% | 0.0% | +37.0% | +32.2% |
| 3Y | +16.3% | +10.9% | +5.5% | +1.7% |
| 5Y | +2.2% | +105.4% | -103.2% | -34.6% |
| All | +17.2% | +136.4% | -119.2% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling