+55.9%
FSLR vs ADVB
-88.3%
+144.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | 0.0% | -3.8% | +3.8% | 0.0% |
| 30D | -13.7% | +17.6% | -31.2% | -13.4% |
| 3M | -35.1% | +119.1% | -154.2% | -35.2% |
| 6M | +3.6% | +103.4% | -99.7% | +3.1% |
| YTD | -21.7% | +59.8% | -81.6% | -21.5% |
| 1Y | +1.3% | +8.5% | -7.3% | +0.8% |
| All | +55.9% | -88.3% | +144.2% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling