+4.9%
FSLR vs A
+16.1%
-11.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +5.3% |
| 7D | +6.8% | -2.1% | +8.9% | +7.6% |
| 30D | -14.7% | +0.6% | -15.3% | -15.0% |
| 3M | -22.6% | +10.9% | -33.4% | -26.0% |
| 6M | +12.7% | +28.2% | -15.4% | +0.9% |
| YTD | -18.4% | +8.6% | -26.9% | -24.1% |
| 1Y | +4.9% | +15.5% | -10.6% | -0.3% |
| All | +4.9% | +16.1% | -11.2% | -0.3% |
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