+44.4%
ALAB vs FSLR
-35.7%
+80.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +0.4% |
| 7D | +26.9% | -12.0% | +38.9% | +35.3% |
| 30D | -30.0% | -7.7% | -22.3% | -27.6% |
| 3M | -28.5% | -24.0% | -4.5% | -17.9% |
| 6M | +11.4% | -24.4% | +35.9% | +33.9% |
| YTD | +36.9% | -34.0% | +71.0% | +69.8% |
| 1Y | +44.4% | -35.6% | +80.0% | +84.5% |
| All | +44.4% | -35.7% | +80.1% | +84.5% |
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 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