+713.0%
FSLR vs A
+728.0%
-15.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.6% |
| 7D | +15.3% | -0.1% | +15.4% | +15.3% |
| 30D | +11.7% | +3.4% | +8.3% | +9.0% |
| 3M | -17.6% | +23.8% | -41.4% | -29.4% |
| 6M | -7.7% | +49.0% | -56.7% | -30.8% |
| YTD | -23.0% | +29.4% | -52.4% | -37.3% |
| 1Y | -26.0% | +19.4% | -45.4% | -36.5% |
| 3Y | +36.9% | +66.2% | -29.3% | -9.8% |
| 5Y | +72.9% | +15.8% | +57.1% | +38.8% |
| 10Y | +519.3% | +326.1% | +193.2% | +72.3% |
| All | +713.0% | +728.0% | -15.0% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling