+98.4%
FSLR vs ABCL
-81.2%
+179.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -14.8% | -3.3% | -11.5% | -14.4% |
| 30D | -4.3% | -7.1% | +2.8% | -3.6% |
| 3M | -23.4% | +4.7% | -28.1% | -25.0% |
| 6M | -26.9% | +140.9% | -167.8% | -40.1% |
| YTD | -34.4% | +236.0% | -270.4% | -50.5% |
| 1Y | -33.2% | +217.4% | -250.6% | -49.1% |
| 3Y | +28.1% | +188.7% | -160.6% | -7.2% |
| 5Y | +54.5% | -23.5% | +78.0% | +34.0% |
| All | +98.4% | -81.2% | +179.6% | +111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling