+121.8%
FSLR vs ABCL
-79.5%
+201.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.2% | -10.0% | -5.6% |
| 7D | +5.3% | +12.4% | -7.2% | +3.0% |
| 30D | +7.8% | -0.4% | +8.1% | +7.2% |
| 3M | -23.4% | +80.4% | -103.7% | -32.7% |
| 6M | -12.9% | +138.5% | -151.4% | -28.4% |
| YTD | -26.7% | +265.5% | -292.1% | -45.4% |
| 1Y | -28.4% | +219.7% | -248.1% | -45.4% |
| 3Y | +44.6% | +209.4% | -164.8% | +3.6% |
| 5Y | +67.9% | -15.0% | +83.0% | +43.1% |
| All | +121.8% | -79.5% | +201.4% | +132.5% |
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