-26.0%
FSLR vs ABCL
+138.2%
-164.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.6% |
| 7D | +10.3% | -10.0% | +20.3% | +11.3% |
| 30D | +10.4% | -10.9% | +21.3% | +11.3% |
| 3M | -20.2% | +101.6% | -121.8% | -26.7% |
| 6M | -8.0% | +167.5% | -175.5% | -19.6% |
| YTD | -25.5% | +259.1% | -284.6% | -37.3% |
| 1Y | -26.0% | +152.2% | -178.1% | -31.8% |
| All | -26.0% | +138.2% | -164.2% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling