+93.1%
FSLR vs AFRM
-25.1%
+118.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +5.0% | +3.1% |
| 7D | +15.3% | -7.3% | +22.6% | +16.6% |
| 30D | +11.7% | -9.6% | +21.2% | +13.2% |
| 3M | -17.6% | -11.1% | -6.6% | -16.5% |
| 6M | -7.7% | +3.9% | -11.6% | -8.8% |
| YTD | -23.0% | -8.5% | -14.5% | -23.2% |
| 1Y | -26.0% | +3.3% | -29.3% | -27.7% |
| 3Y | +36.9% | +213.7% | -176.9% | +5.3% |
| 5Y | +72.9% | -58.5% | +131.5% | +47.9% |
| All | +93.1% | -25.1% | +118.1% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling