+19.3%
ARM vs FSLR
-24.3%
+43.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.6% | -9.9% | -7.6% |
| 7D | -18.7% | +10.3% | -29.0% | -22.9% |
| 30D | -36.7% | +10.4% | -47.1% | -39.9% |
| 3M | -31.6% | -20.2% | -11.5% | -24.2% |
| 6M | -5.6% | -8.0% | +2.3% | +5.5% |
| YTD | +75.5% | -25.5% | +101.0% | +94.6% |
| 1Y | +19.3% | -26.0% | +45.3% | +32.0% |
| All | +19.3% | -24.3% | +43.6% | +32.0% |
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