+418.1%
FSLR vs AGI
+389.5%
+28.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -14.8% | -10.1% | -4.7% | -13.6% |
| 30D | -4.3% | -6.5% | +2.2% | -3.6% |
| 3M | -23.4% | -12.8% | -10.6% | -22.2% |
| 6M | -26.9% | -34.3% | +7.4% | -23.6% |
| YTD | -34.4% | -25.6% | -8.8% | -32.7% |
| 1Y | -33.2% | -14.2% | -19.0% | -32.5% |
| 3Y | +28.1% | +127.3% | -99.2% | +15.9% |
| 5Y | +54.5% | +241.8% | -187.2% | +33.8% |
| All | +418.1% | +389.5% | +28.6% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling