+193.0%
ARM vs FSLR
+9.5%
+183.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.7% | +11.4% | +8.4% |
| 7D | -5.3% | +5.3% | -10.6% | -7.3% |
| 30D | -30.0% | +7.8% | -37.8% | -32.1% |
| 3M | -34.1% | -23.4% | -10.7% | -28.1% |
| 6M | -12.6% | -12.9% | +0.2% | -7.0% |
| YTD | +70.4% | -26.7% | +97.1% | +87.1% |
| 1Y | +22.3% | -28.4% | +50.7% | +34.8% |
| 3Y | +261.2% | +44.6% | +216.6% | +163.3% |
| All | +193.0% | +9.5% | +183.5% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling