+420.9%
FSLR vs ALB
+34.2%
+386.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | -12.0% | -3.6% | -8.4% | -10.9% |
| 30D | -7.7% | -2.9% | -4.8% | -6.8% |
| 3M | -24.0% | -25.8% | +1.8% | -16.4% |
| 6M | -24.4% | -53.6% | +29.1% | -3.8% |
| YTD | -34.0% | -32.4% | -1.7% | -27.8% |
| 1Y | -35.6% | -13.0% | -22.6% | -35.6% |
| 3Y | +28.7% | -15.0% | +43.7% | +17.9% |
| 5Y | +55.3% | -63.5% | +118.9% | +80.1% |
| All | +420.9% | +34.2% | +386.6% | +258.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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