-35.1%
BABA vs FSLR
-33.6%
-1.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -3.6% | -8.4% | +4.9% | -2.4% |
| 30D | -8.4% | -0.9% | -7.5% | -8.2% |
| 3M | -20.6% | -26.1% | +5.5% | -17.6% |
| 6M | -25.4% | -23.6% | -1.7% | -23.2% |
| YTD | -30.1% | -31.8% | +1.7% | -26.9% |
| All | -35.1% | -33.6% | -1.6% | -32.2% |
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 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