-26.0%
FSLR vs ALHC
-51.4%
+25.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.1% | -5.5% | +4.5% |
| 7D | +10.3% | -0.5% | +10.8% | +10.2% |
| 30D | +10.4% | -4.2% | +14.7% | +10.3% |
| 3M | -20.2% | -39.8% | +19.6% | -21.9% |
| 6M | -8.0% | -57.7% | +49.8% | -9.7% |
| YTD | -25.5% | -58.8% | +33.2% | -28.8% |
| 1Y | -26.0% | -52.4% | +26.4% | -32.5% |
| All | -26.0% | -51.4% | +25.5% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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