+486.4%
ADBE vs FSLR
+599.6%
-113.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.6% | -14.8% | +16.4% | +4.2% |
| 30D | +1.0% | -4.3% | +5.3% | +1.5% |
| 3M | -10.1% | -23.4% | +13.2% | -6.6% |
| 6M | +3.0% | -26.9% | +29.9% | +6.7% |
| YTD | -30.5% | -34.4% | +3.8% | -27.6% |
| 1Y | -27.1% | -33.2% | +6.1% | -24.4% |
| 3Y | -58.8% | +28.1% | -86.9% | -64.4% |
| 5Y | -63.0% | +54.5% | -117.6% | -70.3% |
| 10Y | +134.5% | +434.6% | -300.1% | +41.5% |
| All | +486.4% | +599.6% | -113.1% | +232.1% |
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