+264.2%
FSLR vs ALC
+24.0%
+240.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | 0.0% | -2.1% | +2.1% | +0.7% |
| 30D | -13.7% | -0.1% | -13.6% | -13.6% |
| 3M | -35.1% | +5.9% | -41.0% | -36.6% |
| 6M | +3.6% | -15.9% | +19.6% | +9.6% |
| YTD | -21.7% | -10.1% | -11.6% | -19.7% |
| 1Y | +1.3% | -10.2% | +11.5% | +3.6% |
| 3Y | +9.7% | -13.6% | +23.3% | +11.9% |
| 5Y | +117.4% | -15.1% | +132.5% | +120.7% |
| All | +264.2% | +24.0% | +240.2% | +217.1% |
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