-10.6%
BA vs FSLR
-24.3%
+13.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +1.2% |
| 7D | +5.9% | +10.3% | -4.4% | +3.9% |
| 30D | -8.2% | +10.4% | -18.6% | -10.0% |
| 3M | -25.4% | -20.2% | -5.2% | -21.9% |
| 6M | -20.0% | -8.0% | -12.0% | -19.1% |
| YTD | -18.5% | -25.5% | +7.1% | -16.0% |
| 1Y | -10.6% | -26.0% | +15.3% | -8.4% |
| All | -10.6% | -24.3% | +13.6% | -8.4% |
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