+418.1%
FSLR vs AFL
+339.8%
+78.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -14.8% | +2.9% | -17.7% | -15.7% |
| 30D | -4.3% | +8.0% | -12.2% | -6.9% |
| 3M | -23.4% | +5.9% | -29.3% | -25.1% |
| 6M | -26.9% | +11.6% | -38.6% | -30.4% |
| YTD | -34.4% | +17.5% | -51.9% | -38.9% |
| 1Y | -33.2% | +13.3% | -46.5% | -37.0% |
| 3Y | +28.1% | +67.0% | -39.0% | +0.4% |
| 5Y | +54.5% | +150.6% | -96.1% | +0.5% |
| All | +418.1% | +339.8% | +78.3% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling