+114.5%
ADI vs FSLR
+15.2%
+99.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.7% |
| 7D | +2.4% | +6.8% | -4.4% | +0.9% |
| 30D | -6.6% | -14.7% | +8.1% | -3.3% |
| 3M | -9.8% | -22.6% | +12.8% | -4.8% |
| 6M | +15.7% | +12.7% | +3.0% | +12.8% |
| YTD | +35.1% | -18.4% | +53.5% | +39.3% |
| 1Y | +47.7% | +4.9% | +42.8% | +43.9% |
| 3Y | +114.5% | +16.4% | +98.1% | +83.2% |
| All | +114.5% | +15.2% | +99.3% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling