+495.8%
FSLR vs ADM
+98.0%
+397.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.5% | +3.0% |
| 7D | +15.3% | -9.0% | +24.4% | +19.3% |
| 30D | +11.7% | -14.0% | +25.6% | +17.9% |
| 3M | -17.6% | -9.2% | -8.5% | -15.1% |
| 6M | -7.7% | -9.2% | +1.4% | -5.3% |
| YTD | -23.0% | +24.2% | -47.2% | -30.6% |
| 1Y | -26.0% | +27.0% | -53.0% | -34.0% |
| 3Y | +36.9% | +6.6% | +30.3% | +26.5% |
| 5Y | +72.9% | +25.0% | +48.0% | +42.4% |
| All | +495.8% | +98.0% | +397.8% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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