+13.3%
FSLR vs AA
+75.5%
-62.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -13.7% | +5.0% | -18.6% | -15.2% |
| 3M | -35.1% | -35.8% | +0.7% | -25.6% |
| 6M | +3.6% | -18.4% | +22.0% | +9.1% |
| YTD | -21.7% | -5.5% | -16.3% | -22.7% |
| 1Y | +1.3% | +61.0% | -59.7% | -17.4% |
| All | +13.3% | +75.5% | -62.3% | -21.5% |
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