+64.5%
FSLR vs AFRM
-28.4%
+92.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -14.8% | -4.4% | -10.4% | -14.2% |
| 30D | -4.3% | -7.7% | +3.4% | -3.2% |
| 3M | -23.4% | -16.9% | -6.5% | -21.5% |
| 6M | -26.9% | +2.5% | -29.4% | -27.6% |
| YTD | -34.4% | -12.5% | -21.9% | -34.1% |
| 1Y | -33.2% | -11.0% | -22.2% | -33.2% |
| 3Y | +28.1% | +184.6% | -156.5% | +0.3% |
| 5Y | +54.5% | -56.3% | +110.8% | +32.0% |
| All | +64.5% | -28.4% | +92.9% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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