+726.4%
FSLR vs AA
-8.8%
+735.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -13.7% | +5.0% | -18.6% | -15.5% |
| 3M | -35.1% | -35.8% | +0.7% | -23.6% |
| 6M | +3.6% | -18.4% | +22.0% | +9.7% |
| YTD | -21.7% | -5.5% | -16.3% | -23.1% |
| 1Y | +1.3% | +61.0% | -59.7% | -20.2% |
| 3Y | +9.7% | +66.2% | -56.5% | -21.0% |
| 5Y | +117.4% | +11.4% | +106.0% | +58.1% |
| 10Y | +435.5% | +116.9% | +318.6% | +98.4% |
| All | +726.4% | -8.8% | +735.2% | +370.2% |
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 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