+28.1%
FSLR vs ABCL
+185.8%
-157.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -14.8% | -3.3% | -11.5% | -14.4% |
| 30D | -4.3% | -7.1% | +2.8% | -3.7% |
| 3M | -23.4% | +4.7% | -28.1% | -24.8% |
| 6M | -26.9% | +140.9% | -167.8% | -39.6% |
| YTD | -34.4% | +236.0% | -270.4% | -49.9% |
| 1Y | -33.2% | +217.4% | -250.6% | -48.4% |
| 3Y | +28.1% | +188.7% | -160.6% | -4.1% |
| All | +28.1% | +185.8% | -157.8% | -4.1% |
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 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