+720.9%
FSLR vs AJG
+1,401.6%
-680.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -1.9% | -3.6% |
| 7D | +0.2% | -7.4% | +7.6% | +3.4% |
| 30D | -15.1% | -3.0% | -12.2% | -14.3% |
| 3M | -22.5% | +12.8% | -35.4% | -27.8% |
| 6M | +4.0% | +12.8% | -8.9% | -4.1% |
| YTD | -22.3% | -4.7% | -17.5% | -23.2% |
| 1Y | 0.0% | -17.2% | +17.2% | +4.6% |
| 3Y | +10.9% | +10.2% | +0.7% | -4.2% |
| 5Y | +105.4% | +76.9% | +28.5% | +35.8% |
| 10Y | +447.0% | +480.5% | -33.5% | +78.3% |
| All | +720.9% | +1,401.6% | -680.6% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling