+420.9%
FSLR vs AA
+44.7%
+376.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.9% |
| 7D | -12.0% | +5.3% | -17.3% | -13.2% |
| 30D | -7.7% | -2.3% | -5.4% | -7.3% |
| 3M | -24.0% | -20.8% | -3.2% | -19.6% |
| 6M | -24.4% | -39.8% | +15.4% | -14.6% |
| YTD | -34.0% | -23.3% | -10.8% | -31.0% |
| 1Y | -35.6% | +1.8% | -37.4% | -37.3% |
| 3Y | +28.7% | +69.5% | -40.9% | +6.4% |
| 5Y | +55.3% | -18.0% | +73.3% | +42.5% |
| All | +420.9% | +44.7% | +376.2% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling