+116.4%
FSLR vs AG
+64.2%
+52.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.0% |
| 7D | 0.0% | +1.0% | -1.0% | -0.2% |
| 30D | -13.7% | +19.2% | -32.8% | -16.9% |
| 3M | -35.1% | +6.2% | -41.2% | -36.3% |
| 6M | +3.6% | -26.7% | +30.3% | +7.9% |
| YTD | -21.7% | +26.1% | -47.9% | -27.3% |
| 1Y | +1.3% | +131.7% | -130.4% | -17.4% |
| 3Y | +9.7% | +255.3% | -245.6% | -24.1% |
| All | +116.4% | +64.2% | +52.2% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling