+28.1%
FSLR vs A
+64.5%
-36.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.8% |
| 7D | -14.8% | -0.5% | -14.3% | -14.7% |
| 30D | -4.3% | 0.0% | -4.3% | -4.4% |
| 3M | -23.4% | +16.7% | -40.1% | -29.3% |
| 6M | -26.9% | +54.8% | -81.8% | -41.5% |
| YTD | -34.4% | +28.8% | -63.2% | -43.2% |
| 1Y | -33.2% | +19.3% | -52.5% | -39.8% |
| 3Y | +28.1% | +65.5% | -37.5% | -4.5% |
| All | +28.1% | +64.5% | -36.5% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling