+228.9%
ARM vs FSLR
+32.4%
+196.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +3.8% |
| 7D | -15.2% | +15.3% | -30.6% | -19.5% |
| 30D | -40.7% | +11.7% | -52.3% | -43.0% |
| 3M | -39.1% | -17.6% | -21.5% | -35.3% |
| 6M | -26.4% | -7.7% | -18.7% | -23.1% |
| YTD | +59.7% | -23.0% | +82.8% | +72.2% |
| 1Y | +10.3% | -26.0% | +36.4% | +20.0% |
| 3Y | +228.9% | +36.9% | +192.0% | +168.2% |
| All | +228.9% | +32.4% | +196.5% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling