+614.0%
FSLR vs AG
+294.5%
+319.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.4% |
| 7D | +15.3% | +6.3% | +9.0% | +14.0% |
| 30D | +11.7% | -8.9% | +20.6% | +13.4% |
| 3M | -17.6% | -12.2% | -5.4% | -16.1% |
| 6M | -7.7% | -28.3% | +20.6% | -2.9% |
| YTD | -23.0% | -8.8% | -14.2% | -24.0% |
| 1Y | -26.0% | +39.4% | -65.4% | -32.5% |
| 3Y | +36.9% | +229.4% | -192.6% | +0.6% |
| 5Y | +72.9% | +14.5% | +58.4% | +46.5% |
| 10Y | +519.3% | +82.7% | +436.6% | +304.9% |
| All | +614.0% | +294.5% | +319.6% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling