+37.0%
ABNB vs FSLR
-0.5%
+37.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +1.9% | -2.8% |
| 7D | -7.4% | +0.2% | -7.7% | -7.4% |
| 30D | -8.2% | -15.1% | +7.0% | -8.0% |
| 3M | +29.1% | -22.5% | +51.7% | +29.5% |
| 6M | +26.6% | +4.0% | +22.6% | +27.5% |
| YTD | +25.0% | -22.3% | +47.2% | +25.1% |
| 1Y | +37.0% | 0.0% | +37.0% | +38.2% |
| All | +37.0% | -0.5% | +37.5% | +38.2% |
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