-26.0%
FSLR vs AGG
-0.5%
-25.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.2% | +3.1% |
| 7D | +10.3% | +0.5% | +9.8% | +8.4% |
| 30D | +10.4% | +2.4% | +8.0% | +1.2% |
| 3M | -20.2% | -1.0% | -19.2% | -17.2% |
| 6M | -8.0% | -0.9% | -7.1% | -5.0% |
| YTD | -25.5% | -0.9% | -24.7% | -23.7% |
| 1Y | -26.0% | -0.5% | -25.5% | -24.9% |
| All | -26.0% | -0.5% | -25.5% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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