+466.4%
FSLR vs AG
+64.1%
+402.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.9% | +0.3% | -4.7% |
| 7D | -2.6% | +6.0% | -8.6% | -3.5% |
| 30D | +1.8% | -13.5% | +15.3% | +3.9% |
| 3M | -24.4% | -20.7% | -3.7% | -22.0% |
| 6M | -17.7% | -31.5% | +13.8% | -13.7% |
| YTD | -30.7% | -10.1% | -20.6% | -31.1% |
| 1Y | -33.6% | +26.0% | -59.6% | -37.1% |
| 3Y | +35.1% | +228.9% | -193.8% | +6.9% |
| 5Y | +63.1% | +8.7% | +54.4% | +42.6% |
| 10Y | +466.4% | +71.9% | +394.6% | +332.2% |
| All | +466.4% | +64.1% | +402.4% | +332.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling