+458.5%
FSLR vs AGI
+392.3%
+66.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +2.2% | -2.7% | +5.0% | +2.5% |
| 30D | -7.8% | +7.2% | -15.1% | -8.7% |
| 3M | -22.9% | +4.3% | -27.2% | -23.6% |
| 6M | +4.4% | -27.1% | +31.5% | +7.3% |
| YTD | -20.0% | -6.6% | -13.4% | -20.1% |
| 1Y | +2.8% | +9.5% | -6.7% | +1.0% |
| 3Y | +16.5% | +208.4% | -191.9% | +2.7% |
| 5Y | +110.3% | +401.6% | -291.4% | +77.8% |
| All | +458.5% | +392.3% | +66.1% | +360.1% |
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