+619.9%
FSLR vs AA
-24.9%
+644.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.2% | -2.6% |
| 7D | -8.4% | +1.1% | -9.6% | -9.1% |
| 30D | -0.9% | -1.3% | +0.4% | -0.8% |
| 3M | -26.1% | -23.9% | -2.2% | -18.3% |
| 6M | -23.6% | -36.8% | +13.2% | -10.1% |
| YTD | -31.8% | -22.2% | -9.7% | -28.0% |
| 1Y | -32.6% | +10.4% | -42.9% | -38.0% |
| 3Y | +33.0% | +72.0% | -39.0% | -5.0% |
| 5Y | +56.8% | -15.6% | +72.4% | +29.8% |
| 10Y | +455.6% | +47.8% | +407.8% | +152.0% |
| All | +619.9% | -24.9% | +644.8% | +340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling