+713.0%
FSLR vs ADM
+229.2%
+483.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.5% | +3.1% |
| 7D | +15.3% | -9.0% | +24.4% | +21.0% |
| 30D | +11.7% | -14.0% | +25.6% | +20.6% |
| 3M | -17.6% | -9.2% | -8.5% | -14.1% |
| 6M | -7.7% | -9.2% | +1.4% | -4.3% |
| YTD | -23.0% | +24.2% | -47.2% | -33.4% |
| 1Y | -26.0% | +27.0% | -53.0% | -37.0% |
| 3Y | +36.9% | +6.6% | +30.3% | +21.2% |
| 5Y | +72.9% | +25.0% | +48.0% | +32.9% |
| 10Y | +519.3% | +100.2% | +419.0% | +234.9% |
| All | +713.0% | +229.2% | +483.8% | +167.7% |
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