+4.9%
FSLR vs AG
+123.1%
-118.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.5% |
| 7D | +6.8% | +4.5% | +2.3% | +5.8% |
| 30D | -14.7% | +12.9% | -27.6% | -17.1% |
| 3M | -22.6% | +20.9% | -43.5% | -26.2% |
| 6M | +12.7% | -19.5% | +32.2% | +13.4% |
| YTD | -18.4% | +24.8% | -43.2% | -22.7% |
| 1Y | +4.9% | +120.2% | -115.3% | -5.0% |
| All | +4.9% | +123.1% | -118.1% | -5.0% |
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