+9.6%
FSLR vs AFRM
+232.3%
-222.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.0% |
| 7D | 0.0% | -7.0% | +7.0% | +1.2% |
| 30D | -13.7% | -7.8% | -5.9% | -12.6% |
| 3M | -35.1% | +5.3% | -40.4% | -35.8% |
| 6M | +3.6% | +42.6% | -39.0% | -2.9% |
| YTD | -21.7% | -2.8% | -18.9% | -22.4% |
| 1Y | +1.3% | -19.3% | +20.6% | +2.7% |
| All | +9.6% | +232.3% | -222.7% | -22.9% |
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