+141.2%
ADI vs FSLR
+116.7%
+24.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.7% |
| 7D | +2.4% | +6.8% | -4.4% | +1.0% |
| 30D | -6.6% | -14.7% | +8.1% | -3.4% |
| 3M | -9.8% | -22.6% | +12.8% | -4.9% |
| 6M | +15.7% | +12.7% | +3.0% | +12.6% |
| YTD | +35.1% | -18.4% | +53.5% | +39.2% |
| 1Y | +47.7% | +4.9% | +42.8% | +43.7% |
| 3Y | +114.5% | +16.4% | +98.1% | +91.1% |
| 5Y | +141.2% | +123.5% | +17.8% | +67.6% |
| All | +141.2% | +116.7% | +24.5% | +67.6% |
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