+726.4%
FSLR vs AGI
+435.5%
+290.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -13.7% | +18.2% | -31.9% | -15.6% |
| 3M | -35.1% | -4.1% | -31.0% | -34.9% |
| 6M | +3.6% | -28.7% | +32.3% | +7.6% |
| YTD | -21.7% | -4.0% | -17.8% | -22.2% |
| 1Y | +1.3% | +17.4% | -16.1% | -2.1% |
| 3Y | +9.7% | +203.0% | -193.3% | -7.1% |
| 5Y | +117.4% | +376.7% | -259.3% | +72.1% |
| 10Y | +435.5% | +407.5% | +28.0% | +287.2% |
| All | +726.4% | +435.5% | +290.9% | +374.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling