+726.4%
FSLR vs ADM
+298.1%
+428.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | 0.0% | +3.8% | -3.8% | -2.1% |
| 30D | -13.7% | +9.8% | -23.4% | -18.4% |
| 3M | -35.1% | +2.1% | -37.2% | -36.4% |
| 6M | +3.6% | +27.5% | -23.9% | -10.7% |
| YTD | -21.7% | +50.2% | -71.9% | -38.6% |
| 1Y | +1.3% | +40.6% | -39.3% | -18.4% |
| 3Y | +9.7% | +17.2% | -7.5% | -6.9% |
| 5Y | +117.4% | +61.9% | +55.5% | +44.9% |
| 10Y | +435.5% | +159.3% | +276.2% | +150.4% |
| All | +726.4% | +298.1% | +428.3% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling