+625.8%
FSLR vs AG
+445.6%
+180.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.1% |
| 7D | 0.0% | +1.0% | -1.0% | -0.2% |
| 30D | -13.7% | +19.2% | -32.8% | -16.6% |
| 3M | -35.1% | +6.2% | -41.2% | -36.1% |
| 6M | +3.6% | -26.7% | +30.3% | +8.2% |
| YTD | -21.7% | +26.1% | -47.9% | -26.9% |
| 1Y | +1.3% | +131.7% | -130.4% | -16.4% |
| 3Y | +9.7% | +255.3% | -245.6% | -20.8% |
| 5Y | +117.4% | +61.9% | +55.4% | +73.1% |
| 10Y | +435.5% | +72.0% | +363.5% | +255.9% |
| All | +625.8% | +445.6% | +180.1% | +103.7% |
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