+35.1%
FSLR vs ABCL
+206.1%
-171.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | -2.6% | +2.3% | -4.9% | -3.1% |
| 30D | +1.8% | -0.7% | +2.5% | +1.4% |
| 3M | -24.4% | +33.4% | -57.8% | -28.7% |
| 6M | -17.7% | +137.8% | -155.5% | -31.7% |
| YTD | -30.7% | +264.3% | -295.0% | -47.8% |
| 1Y | -33.6% | +209.2% | -242.8% | -48.3% |
| 3Y | +35.1% | +208.4% | -173.3% | +0.9% |
| All | +35.1% | +206.1% | -171.0% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling