+28.1%
FSLR vs AA
+67.6%
-39.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | 0.0% |
| 7D | -14.8% | +0.5% | -15.3% | -15.0% |
| 30D | -4.3% | -0.6% | -3.7% | -4.4% |
| 3M | -23.4% | -19.7% | -3.7% | -18.0% |
| 6M | -26.9% | -41.6% | +14.6% | -13.6% |
| YTD | -34.4% | -24.6% | -9.8% | -30.4% |
| 1Y | -33.2% | +4.9% | -38.1% | -37.0% |
| 3Y | +28.1% | +66.8% | -38.8% | -15.9% |
| All | +28.1% | +67.6% | -39.5% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling