+258.3%
FSLR vs ALC
+31.8%
+226.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.9% | +3.5% |
| 7D | +15.3% | +4.9% | +10.4% | +13.4% |
| 30D | +11.7% | +19.0% | -7.3% | +5.0% |
| 3M | -17.6% | +7.8% | -25.4% | -19.9% |
| 6M | -7.7% | +14.6% | -22.3% | -12.7% |
| YTD | -23.0% | -4.4% | -18.6% | -22.9% |
| 1Y | -26.0% | +1.4% | -27.4% | -27.7% |
| 3Y | +36.9% | +2.5% | +34.3% | +30.7% |
| 5Y | +72.9% | -10.9% | +83.8% | +72.7% |
| All | +258.3% | +31.8% | +226.5% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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