+35.1%
FSLR vs AFRM
+167.0%
-131.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.5% | -5.0% |
| 7D | -2.6% | -8.4% | +5.7% | -1.2% |
| 30D | +1.8% | -18.3% | +20.1% | +5.2% |
| 3M | -24.4% | -12.7% | -11.7% | -22.9% |
| 6M | -17.7% | +3.0% | -20.7% | -18.5% |
| YTD | -30.7% | -11.4% | -19.3% | -30.5% |
| 1Y | -33.6% | -13.3% | -20.3% | -33.2% |
| 3Y | +35.1% | +194.0% | -158.9% | -2.1% |
| All | +35.1% | +167.0% | -131.9% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling