-26.0%
FSLR vs AJG
+19.3%
-45.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.8% | +6.4% |
| 7D | +10.3% | +10.7% | -0.4% | +14.3% |
| 30D | +10.4% | +26.9% | -16.5% | +20.4% |
| 3M | -20.2% | +16.6% | -36.7% | -15.6% |
| 6M | -8.0% | +40.1% | -48.1% | +4.8% |
| YTD | -25.5% | +12.4% | -38.0% | -15.8% |
| 1Y | -26.0% | +15.9% | -41.9% | -16.5% |
| All | -26.0% | +19.3% | -45.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling