-29.7%
FSLR vs ABCL
+199.8%
-229.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.2% | -10.0% | -5.2% |
| 7D | +5.3% | +12.4% | -7.2% | +4.0% |
| 30D | +7.8% | -0.4% | +8.1% | +7.5% |
| 3M | -23.4% | +80.4% | -103.7% | -28.6% |
| 6M | -12.9% | +138.5% | -151.4% | -23.8% |
| YTD | -26.7% | +265.5% | -292.1% | -39.4% |
| All | -29.7% | +199.8% | -229.5% | -38.1% |
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