-7.7%
FSLR vs AG
-25.7%
+18.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.1% |
| 7D | +15.3% | +6.3% | +9.0% | +12.7% |
| 30D | +11.7% | -8.9% | +20.6% | +14.9% |
| 3M | -17.6% | -12.2% | -5.4% | -15.8% |
| 6M | -7.7% | -28.3% | +20.6% | +3.6% |
| All | -7.7% | -25.7% | +18.0% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling