+454.3%
FSLR vs AA
+121.7%
+332.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.4% |
| 7D | +6.8% | +1.7% | +5.2% | +6.4% |
| 30D | -14.7% | +3.3% | -18.0% | -15.5% |
| 3M | -22.6% | -29.4% | +6.8% | -16.1% |
| 6M | +12.7% | -12.8% | +25.5% | +15.4% |
| YTD | -18.4% | -2.1% | -16.2% | -19.5% |
| 1Y | +4.9% | +62.8% | -57.8% | -9.2% |
| 3Y | +16.4% | +90.5% | -74.1% | -6.5% |
| 5Y | +123.5% | +19.1% | +104.4% | +86.9% |
| 10Y | +454.3% | +124.8% | +329.5% | +285.2% |
| All | +454.3% | +121.7% | +332.6% | +285.2% |
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