-26.0%
FSLR vs ADVB
-77.7%
+51.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.8% |
| 7D | +15.3% | -13.9% | +29.2% | +15.1% |
| 30D | +11.7% | -68.1% | +79.8% | +9.8% |
| 3M | -17.6% | -73.4% | +55.8% | -19.1% |
| 6M | -7.7% | -70.8% | +63.1% | -8.7% |
| YTD | -23.0% | -66.1% | +43.1% | -21.9% |
| 1Y | -26.0% | -77.5% | +51.5% | -23.2% |
| All | -26.0% | -77.7% | +51.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling