-26.0%
FSLR vs ALB
+6.8%
-32.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +2.5% |
| 7D | +15.3% | +9.1% | +6.3% | +13.0% |
| 30D | +11.7% | -3.4% | +15.1% | +12.4% |
| 3M | -17.6% | -20.6% | +3.0% | -13.8% |
| 6M | -7.7% | -48.2% | +40.4% | +1.1% |
| YTD | -23.0% | -29.2% | +6.2% | -18.8% |
| 1Y | -26.0% | +10.0% | -36.0% | -25.6% |
| All | -26.0% | +6.8% | -32.8% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling