+726.4%
FSLR vs ALB
+398.6%
+327.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +0.6% |
| 7D | 0.0% | -8.1% | +8.1% | +3.7% |
| 30D | -13.7% | +6.3% | -19.9% | -16.4% |
| 3M | -35.1% | -23.6% | -11.5% | -27.2% |
| 6M | +3.6% | -24.6% | +28.3% | +14.4% |
| YTD | -21.7% | -10.3% | -11.5% | -22.5% |
| 1Y | +1.3% | +61.5% | -60.2% | -26.2% |
| 3Y | +9.7% | -34.0% | +43.7% | +8.9% |
| 5Y | +117.4% | -44.6% | +162.0% | +111.7% |
| 10Y | +435.5% | +76.1% | +359.4% | +116.3% |
| All | +726.4% | +398.6% | +327.8% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling