+418.1%
FSLR vs ALK
-45.9%
+464.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | -14.8% | -1.2% | -13.6% | -14.7% |
| 30D | -4.3% | +7.7% | -12.0% | -6.6% |
| 3M | -23.4% | -19.0% | -4.4% | -19.3% |
| 6M | -26.9% | -0.2% | -26.7% | -27.5% |
| YTD | -34.4% | -23.5% | -10.9% | -31.4% |
| 1Y | -33.2% | -9.1% | -24.1% | -33.5% |
| 3Y | +28.1% | +12.0% | +16.0% | +14.6% |
| 5Y | +54.5% | -30.9% | +85.4% | +54.6% |
| All | +418.1% | -45.9% | +464.0% | +412.7% |
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