+108.4%
FSLR vs AGG
-2.5%
+110.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.8% |
| 7D | -0.1% | -0.9% | +0.8% | +1.0% |
| 30D | -14.0% | -1.0% | -13.0% | -13.0% |
| 3M | -16.9% | -1.3% | -15.6% | -15.4% |
| 6M | +4.7% | -2.1% | +6.8% | +7.7% |
| YTD | -20.7% | -1.2% | -19.5% | -19.3% |
| 1Y | +1.7% | -0.5% | +2.1% | +2.6% |
| 3Y | +13.1% | +12.4% | +0.6% | +0.2% |
| 5Y | +108.4% | -2.4% | +110.8% | +103.6% |
| All | +108.4% | -2.5% | +110.9% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling