+201.2%
ABT vs FSLR
+461.4%
-260.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.9% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -5.8% | -14.0% | +8.2% | -4.9% |
| 3M | +16.7% | -16.9% | +33.6% | +18.0% |
| 6M | -5.2% | +4.7% | -10.0% | -6.3% |
| YTD | -16.0% | -20.7% | +4.7% | -15.3% |
| 1Y | -18.3% | +1.7% | -19.9% | -19.6% |
| 3Y | +9.2% | +13.1% | -3.9% | +2.9% |
| 5Y | -11.6% | +108.4% | -120.0% | -24.9% |
| All | +201.2% | +461.4% | -260.2% | +118.1% |
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