+116.4%
FSLR vs ADM
+62.5%
+53.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | 0.0% | +3.8% | -3.8% | -1.0% |
| 30D | -13.7% | +9.8% | -23.4% | -16.0% |
| 3M | -35.1% | +2.1% | -37.2% | -35.7% |
| 6M | +3.6% | +27.5% | -23.9% | -3.8% |
| YTD | -21.7% | +50.2% | -71.9% | -30.8% |
| 1Y | +1.3% | +40.6% | -39.3% | -9.1% |
| 3Y | +9.7% | +17.2% | -7.5% | +2.3% |
| All | +116.4% | +62.5% | +53.9% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling