+424.5%
FSLR vs ALK
-34.2%
+458.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.9% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -13.7% | -19.2% | +5.6% | -8.5% |
| 3M | -35.1% | -1.5% | -33.6% | -35.1% |
| 6M | +3.6% | -13.1% | +16.7% | +6.2% |
| YTD | -21.7% | -16.4% | -5.3% | -19.8% |
| 1Y | +1.3% | -33.1% | +34.3% | +9.8% |
| 3Y | +9.7% | +0.6% | +9.1% | +1.5% |
| 5Y | +117.4% | -26.4% | +143.7% | +113.9% |
| All | +424.5% | -34.2% | +458.7% | +325.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling