+83.9%
FSLR vs AFRM
-25.2%
+109.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | +5.3% | -7.5% | +12.8% | +6.4% |
| 30D | +7.8% | -15.7% | +23.5% | +10.5% |
| 3M | -23.4% | -9.6% | -13.8% | -22.5% |
| 6M | -12.9% | +6.3% | -19.2% | -14.2% |
| YTD | -26.7% | -8.6% | -18.1% | -26.8% |
| 1Y | -28.4% | -7.6% | -20.8% | -28.8% |
| 3Y | +44.6% | +173.7% | -129.1% | +13.7% |
| 5Y | +67.9% | -56.9% | +124.8% | +43.0% |
| All | +83.9% | -25.2% | +109.1% | +43.3% |
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