-28.0%
ADBE vs FSLR
-0.5%
-27.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.8% | -1.3% |
| 7D | -8.9% | +0.2% | -9.2% | -8.9% |
| 30D | -6.6% | -15.1% | +8.5% | -7.8% |
| 3M | +7.1% | -22.5% | +29.7% | +6.0% |
| 6M | -9.8% | +4.0% | -13.7% | -8.6% |
| YTD | -27.2% | -22.3% | -4.9% | -26.6% |
| 1Y | -28.0% | 0.0% | -28.0% | -27.2% |
| All | -28.0% | -0.5% | -27.5% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling