-35.3%
BABA vs FSLR
-24.3%
-11.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.3% | +4.3% |
| 7D | +4.3% | +10.3% | -6.0% | +3.0% |
| 30D | -5.0% | +10.4% | -15.4% | -6.2% |
| 3M | -18.4% | -20.2% | +1.8% | -16.3% |
| 6M | -20.3% | -8.0% | -12.3% | -20.1% |
| YTD | -27.5% | -25.5% | -2.0% | -25.2% |
| 1Y | -35.3% | -26.0% | -9.4% | -33.7% |
| All | -35.3% | -24.3% | -11.1% | -33.7% |
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