+6.5%
ABNB vs FSLR
+116.7%
-110.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.4% | -4.8% |
| 7D | -4.4% | +6.8% | -11.2% | -5.4% |
| 30D | -2.0% | -14.7% | +12.7% | +0.4% |
| 3M | +29.8% | -22.6% | +52.4% | +34.7% |
| 6M | +31.0% | +12.7% | +18.3% | +26.7% |
| YTD | +28.6% | -18.4% | +47.0% | +30.4% |
| 1Y | +40.1% | +4.9% | +35.1% | +34.3% |
| 3Y | +19.7% | +16.4% | +3.3% | +4.0% |
| 5Y | +6.5% | +123.5% | -117.0% | -36.4% |
| All | +6.5% | +116.7% | -110.2% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling