+662.8%
ABT vs FSLR
+638.7%
+24.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.3% |
| 7D | +1.0% | -2.6% | +3.6% | +1.1% |
| 30D | +11.6% | +1.8% | +9.8% | +11.4% |
| 3M | +2.3% | -24.4% | +26.7% | +4.1% |
| 6M | +32.7% | -17.7% | +50.5% | +33.7% |
| YTD | -9.6% | -30.7% | +21.1% | -8.2% |
| 1Y | -10.1% | -33.6% | +23.5% | -8.5% |
| 3Y | +25.2% | +35.1% | -9.9% | +17.5% |
| 5Y | -4.5% | +63.1% | -67.6% | -13.5% |
| 10Y | +228.3% | +466.4% | -238.2% | +161.6% |
| All | +662.8% | +638.7% | +24.1% | +501.3% |
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