-26.0%
FSLR vs ALK
-1.1%
-24.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.8% | -4.1% | +2.1% |
| 7D | +10.3% | +12.4% | -2.1% | +6.5% |
| 30D | +10.4% | +2.1% | +8.3% | +9.5% |
| 3M | -20.2% | -23.9% | +3.7% | -14.0% |
| 6M | -8.0% | +8.2% | -16.2% | -9.8% |
| YTD | -25.5% | -20.5% | -5.1% | -26.5% |
| 1Y | -26.0% | -1.0% | -24.9% | -31.1% |
| All | -26.0% | -1.1% | -24.9% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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