+1.3%
FSLR vs ABCL
+186.8%
-185.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -13.7% | +93.1% | -106.7% | -21.3% |
| 3M | -35.1% | +79.4% | -114.5% | -40.8% |
| 6M | +3.6% | +214.9% | -211.2% | -12.7% |
| YTD | -21.7% | +234.2% | -255.9% | -35.5% |
| 1Y | +1.3% | +174.8% | -173.5% | -6.7% |
| All | +1.3% | +186.8% | -185.5% | -6.7% |
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