-35.6%
FSLR vs AFRM
-13.2%
-22.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.3% | -2.6% |
| 7D | -12.0% | -5.5% | -6.5% | -10.8% |
| 30D | -7.7% | -15.5% | +7.8% | -4.3% |
| 3M | -24.0% | -10.3% | -13.7% | -22.6% |
| 6M | -24.4% | +0.6% | -25.1% | -25.0% |
| YTD | -34.0% | -11.5% | -22.5% | -32.8% |
| 1Y | -35.6% | -16.6% | -19.0% | -32.2% |
| All | -35.6% | -13.2% | -22.4% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling