+316.8%
ADP vs FSLR
+498.1%
-181.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -1.5% |
| 7D | +3.2% | +15.3% | -12.1% | +1.9% |
| 30D | +14.9% | +11.7% | +3.2% | +13.7% |
| 3M | +11.6% | -17.6% | +29.2% | +13.4% |
| 6M | +48.5% | -7.7% | +56.2% | +48.1% |
| YTD | +20.6% | -23.0% | +43.6% | +21.8% |
| 1Y | +23.7% | -26.0% | +49.7% | +25.4% |
| 3Y | +47.8% | +36.9% | +10.9% | +30.7% |
| 5Y | +47.7% | +72.9% | -25.2% | +19.8% |
| All | +316.8% | +498.1% | -181.3% | +166.6% |
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 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