+47.1%
ADP vs FSLR
+29.6%
+17.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.6% |
| 7D | +2.2% | -14.8% | +17.0% | +1.7% |
| 30D | +10.6% | -4.3% | +14.9% | +10.5% |
| 3M | +12.9% | -23.4% | +36.3% | +12.1% |
| 6M | +50.6% | -26.9% | +77.6% | +49.5% |
| YTD | +23.2% | -34.4% | +57.6% | +22.6% |
| 1Y | +25.3% | -33.2% | +58.5% | +24.6% |
| 3Y | +47.1% | +28.1% | +19.1% | +41.5% |
| All | +47.1% | +29.6% | +17.5% | +41.5% |
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