-29.7%
FSLR vs A
+23.5%
-53.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.8% | -5.7% |
| 7D | +5.3% | +4.8% | +0.5% | +3.7% |
| 30D | +7.8% | +5.6% | +2.1% | +5.8% |
| 3M | -23.4% | +23.6% | -47.0% | -29.3% |
| 6M | -12.9% | +56.4% | -69.2% | -27.3% |
| YTD | -26.7% | +33.4% | -60.1% | -38.9% |
| All | -29.7% | +23.5% | -53.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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