+643.5%
ABT vs FSLR
+734.5%
-91.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +2.5% | -13.7% | +16.1% | +3.5% |
| 3M | +20.2% | -35.1% | +55.3% | +23.5% |
| 6M | -2.9% | +3.6% | -6.6% | -3.8% |
| YTD | -11.9% | -21.7% | +9.8% | -11.2% |
| 1Y | -16.5% | +1.3% | -17.8% | -17.6% |
| 3Y | +12.1% | +9.7% | +2.4% | +7.1% |
| 5Y | -7.4% | +117.4% | -124.8% | -17.9% |
| 10Y | +210.7% | +435.5% | -224.8% | +148.4% |
| All | +643.5% | +734.5% | -91.0% | +482.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling