+17.8%
ADP vs FSLR
+11.2%
+6.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.1% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +2.8% | -13.7% | +16.4% | +2.4% |
| 3M | +20.9% | -35.1% | +56.0% | +20.1% |
| 6M | +29.9% | +3.6% | +26.2% | +29.9% |
| YTD | +9.6% | -21.7% | +31.4% | +9.7% |
| 1Y | -5.3% | +1.3% | -6.5% | -5.5% |
| All | +17.8% | +11.2% | +6.6% | +12.7% |
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