+162.2%
ARM vs FSLR
+11.9%
+150.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.6% | -13.7% | -13.3% |
| 7D | -27.1% | +10.7% | -37.8% | -29.9% |
| 30D | -44.9% | +8.9% | -53.8% | -46.6% |
| 3M | -39.3% | -17.3% | -22.0% | -35.4% |
| 6M | -20.2% | -10.8% | -9.4% | -15.6% |
| YTD | +52.5% | -25.1% | +77.6% | +66.4% |
| 1Y | +4.1% | -29.4% | +33.5% | +15.3% |
| 3Y | +211.7% | +28.8% | +182.8% | +148.0% |
| All | +162.2% | +11.9% | +150.3% | +132.1% |
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