+129.2%
ADBE vs FSLR
+464.2%
-335.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -4.4% | -8.4% | +4.1% | -3.1% |
| 30D | -0.2% | -0.9% | +0.7% | -0.3% |
| 3M | -9.9% | -26.1% | +16.2% | -6.0% |
| 6M | -3.5% | -23.6% | +20.2% | -0.8% |
| YTD | -32.1% | -31.8% | -0.3% | -29.7% |
| 1Y | -28.7% | -32.6% | +3.9% | -26.2% |
| 3Y | -60.2% | +33.0% | -93.2% | -66.9% |
| 5Y | -63.1% | +56.8% | -119.8% | -72.5% |
| 10Y | +129.2% | +455.6% | -326.4% | +24.5% |
| All | +129.2% | +464.2% | -335.0% | +24.5% |
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