-26.0%
FSLR vs AG
+29.4%
-55.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.1% | -4.5% | +2.5% |
| 7D | +10.3% | -2.6% | +12.9% | +10.9% |
| 30D | +10.4% | -12.1% | +22.5% | +13.4% |
| 3M | -20.2% | -6.6% | -13.6% | -19.7% |
| 6M | -8.0% | -20.5% | +12.5% | -4.8% |
| YTD | -25.5% | -7.4% | -18.1% | -26.0% |
| 1Y | -26.0% | +33.4% | -59.4% | -30.0% |
| All | -26.0% | +29.4% | -55.3% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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