+496.9%
FSLR vs AA
+64.5%
+432.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.8% | -10.5% | -6.2% |
| 7D | +5.3% | +4.8% | +0.4% | +3.8% |
| 30D | +7.8% | -0.6% | +8.4% | +7.7% |
| 3M | -23.4% | -16.3% | -7.1% | -20.1% |
| 6M | -12.9% | -33.4% | +20.5% | -4.0% |
| YTD | -26.7% | -20.7% | -6.0% | -23.9% |
| 1Y | -28.4% | +12.9% | -41.3% | -32.1% |
| 3Y | +44.6% | +75.7% | -31.1% | +18.4% |
| 5Y | +67.9% | -6.8% | +74.7% | +49.4% |
| 10Y | +496.9% | +53.6% | +443.3% | +280.6% |
| All | +496.9% | +64.5% | +432.5% | +280.6% |
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