+17.1%
ALAB vs FSLR
-27.8%
+44.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.5% | +4.7% |
| 7D | -26.3% | +15.3% | -41.6% | -32.7% |
| 30D | -50.1% | +11.7% | -61.8% | -53.3% |
| 3M | -42.5% | -17.6% | -24.9% | -36.0% |
| 6M | -10.8% | -7.7% | -3.1% | -2.6% |
| YTD | +14.6% | -23.0% | +37.6% | +31.3% |
| 1Y | +17.1% | -26.0% | +43.2% | +40.6% |
| All | +17.1% | -27.8% | +44.9% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling