+46.2%
ADP vs FSLR
+30.3%
+15.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.4% |
| 7D | +0.3% | -12.0% | +12.2% | -0.1% |
| 30D | +11.6% | -7.7% | +19.3% | +11.4% |
| 3M | +15.1% | -24.0% | +39.1% | +14.2% |
| 6M | +46.0% | -24.4% | +70.5% | +45.0% |
| YTD | +22.4% | -34.0% | +56.4% | +21.8% |
| 1Y | +24.5% | -35.6% | +60.1% | +23.9% |
| All | +46.2% | +30.3% | +15.8% | +40.6% |
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 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