+636.4%
ADI vs FSLR
+431.1%
+205.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.6% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | -4.6% | -15.1% | +10.5% | -1.0% |
| 3M | -9.5% | -22.5% | +13.0% | -4.1% |
| 6M | +14.8% | +4.0% | +10.9% | +13.2% |
| YTD | +35.8% | -22.3% | +58.1% | +41.9% |
| 1Y | +48.9% | 0.0% | +48.9% | +45.7% |
| 3Y | +115.6% | +10.9% | +104.7% | +92.0% |
| 5Y | +135.1% | +105.4% | +29.7% | +68.2% |
| 10Y | +636.4% | +447.0% | +189.4% | +291.7% |
| All | +636.4% | +431.1% | +205.3% | +291.7% |
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