-35.6%
FSLR vs ADVB
-61.6%
+26.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +42.7% | -45.9% | -2.4% |
| 7D | -12.0% | +74.2% | -86.2% | -10.9% |
| 30D | -7.7% | -35.9% | +28.2% | -7.9% |
| 3M | -24.0% | -56.4% | +32.4% | -24.7% |
| 6M | -24.4% | -36.7% | +12.3% | -24.2% |
| YTD | -34.0% | -43.3% | +9.3% | -32.3% |
| 1Y | -35.6% | -63.4% | +27.8% | -31.3% |
| All | -35.6% | -61.6% | +26.0% | -31.3% |
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