-61.5%
ADBE vs FSLR
+112.6%
-174.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.8% | -0.5% |
| 7D | -8.9% | +0.2% | -9.2% | -9.0% |
| 30D | -6.6% | -15.1% | +8.5% | -5.2% |
| 3M | +7.1% | -22.5% | +29.7% | +9.6% |
| 6M | -9.8% | +4.0% | -13.7% | -11.2% |
| YTD | -27.2% | -22.3% | -4.9% | -26.1% |
| 1Y | -28.0% | 0.0% | -28.0% | -29.8% |
| 3Y | -54.5% | +10.9% | -65.4% | -59.2% |
| 5Y | -61.5% | +105.4% | -166.9% | -74.5% |
| All | -61.5% | +112.6% | -174.1% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling