+35.8%
ARM vs FSLR
-35.9%
+71.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | +9.1% | -14.8% | +23.9% | +17.4% |
| 30D | -19.9% | -4.3% | -15.7% | -19.0% |
| 3M | -31.6% | -23.4% | -8.2% | -23.0% |
| 6M | -13.9% | -26.9% | +13.1% | +3.3% |
| YTD | +74.3% | -34.4% | +108.7% | +103.4% |
| 1Y | +35.8% | -33.2% | +69.0% | +57.3% |
| All | +35.8% | -35.9% | +71.7% | +57.3% |
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