+1.3%
FSLR vs ALHC
-16.6%
+17.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | -13.7% | -1.0% | -12.6% | -13.6% |
| 3M | -35.1% | -10.2% | -24.9% | -34.9% |
| 6M | +3.6% | -28.3% | +31.9% | +2.6% |
| YTD | -21.7% | -31.4% | +9.7% | -22.2% |
| 1Y | +1.3% | -16.9% | +18.2% | +0.5% |
| All | +1.3% | -16.6% | +17.9% | +0.5% |
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