+400.4%
ALAB vs FSLR
+38.6%
+361.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +10.3% |
| 7D | +7.2% | 0.0% | +7.2% | +7.2% |
| 30D | -2.5% | -13.7% | +11.1% | +3.4% |
| 3M | -13.3% | -35.1% | +21.8% | +3.3% |
| 6M | +172.8% | +3.6% | +169.2% | +176.8% |
| YTD | +86.6% | -21.7% | +108.3% | +104.8% |
| 1Y | +65.2% | +1.3% | +63.9% | +67.9% |
| All | +400.4% | +38.6% | +361.8% | +392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling