+762.0%
FSLR vs AGG
+78.7%
+683.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +6.8% | +0.1% | +6.7% | +6.8% |
| 30D | -14.7% | -0.4% | -14.3% | -14.7% |
| 3M | -22.6% | -0.3% | -22.3% | -22.5% |
| 6M | +12.7% | -1.2% | +13.9% | +12.9% |
| YTD | -18.4% | -0.4% | -18.0% | -18.3% |
| 1Y | +4.9% | +0.4% | +4.5% | +5.0% |
| 3Y | +16.4% | +13.4% | +3.0% | +16.2% |
| 5Y | +123.5% | -1.4% | +124.9% | +111.7% |
| 10Y | +454.3% | +14.8% | +439.5% | +470.3% |
| All | +762.0% | +78.7% | +683.3% | +763.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling