+71.0%
FSLR vs AFRM
-25.4%
+96.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.0% |
| 7D | -8.4% | -10.3% | +1.8% | -7.0% |
| 30D | -0.9% | -13.7% | +12.8% | +1.2% |
| 3M | -26.1% | -11.6% | -14.5% | -25.0% |
| 6M | -23.6% | +2.1% | -25.7% | -24.3% |
| YTD | -31.8% | -8.9% | -23.0% | -32.0% |
| 1Y | -32.6% | -9.7% | -22.9% | -32.7% |
| 3Y | +33.0% | +202.5% | -169.5% | +3.2% |
| 5Y | +56.8% | -55.3% | +112.1% | +33.3% |
| All | +71.0% | -25.4% | +96.3% | +33.3% |
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