+270.5%
ADP vs FSLR
+464.5%
-194.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.8% | -3.9% |
| 7D | -5.5% | +6.8% | -12.3% | -6.1% |
| 30D | -1.2% | -14.7% | +13.5% | +0.2% |
| 3M | +17.9% | -22.6% | +40.4% | +20.3% |
| 6M | +20.3% | +12.7% | +7.6% | +17.5% |
| YTD | +5.8% | -18.4% | +24.2% | +6.6% |
| 1Y | -7.7% | +4.9% | -12.7% | -10.2% |
| 3Y | +14.7% | +16.4% | -1.7% | +4.6% |
| 5Y | +45.8% | +123.5% | -77.7% | +13.8% |
| 10Y | +270.5% | +454.3% | -183.8% | +135.4% |
| All | +270.5% | +464.5% | -194.0% | +135.4% |
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