+5,571.6%
ANET vs FSLR
+232.1%
+5,339.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.4% |
| 7D | +3.0% | +6.8% | -3.8% | +1.5% |
| 30D | +3.3% | -14.7% | +18.1% | +6.8% |
| 3M | +24.7% | -22.6% | +47.2% | +31.5% |
| 6M | +46.7% | +12.7% | +34.0% | +41.6% |
| YTD | +48.8% | -18.4% | +67.2% | +52.8% |
| 1Y | +39.2% | +4.9% | +34.3% | +34.3% |
| 3Y | +296.9% | +16.4% | +280.5% | +248.7% |
| 5Y | +767.5% | +123.5% | +644.1% | +507.2% |
| 10Y | +3,734.5% | +454.3% | +3,280.2% | +1,780.4% |
| All | +5,571.6% | +232.1% | +5,339.5% | +3,319.4% |
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