+219.8%
ARM vs FSLR
+1.8%
+218.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.6% | +13.6% | +12.6% |
| 7D | +6.0% | -8.4% | +14.5% | +9.1% |
| 30D | -20.3% | -0.9% | -19.4% | -20.4% |
| 3M | -24.4% | -26.1% | +1.7% | -16.6% |
| 6M | -4.4% | -23.6% | +19.3% | +6.1% |
| YTD | +86.0% | -31.8% | +117.9% | +109.4% |
| 1Y | +35.8% | -32.6% | +68.4% | +52.9% |
| 3Y | +289.1% | +33.0% | +256.1% | +192.9% |
| All | +219.8% | +1.8% | +218.0% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling