+56.8%
FSLR vs AFRM
-58.9%
+115.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.1% |
| 7D | -8.4% | -10.3% | +1.8% | -6.9% |
| 30D | -0.9% | -13.7% | +12.8% | +1.4% |
| 3M | -26.1% | -11.6% | -14.5% | -24.9% |
| 6M | -23.6% | +2.1% | -25.7% | -24.4% |
| 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% | +0.9% |
| 5Y | +56.8% | -55.3% | +112.1% | +38.6% |
| All | +56.8% | -58.9% | +115.7% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling