+495.8%
FSLR vs ALK
-41.7%
+537.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | +15.3% | +9.0% | +6.3% | +12.5% |
| 30D | +11.7% | -1.6% | +13.3% | +11.9% |
| 3M | -17.6% | -23.2% | +5.6% | -11.8% |
| 6M | -7.7% | -3.9% | -3.9% | -7.5% |
| YTD | -23.0% | -22.6% | -0.4% | -19.6% |
| 1Y | -26.0% | -5.3% | -20.7% | -27.1% |
| 3Y | +36.9% | +18.6% | +18.3% | +20.7% |
| 5Y | +72.9% | -34.4% | +107.3% | +75.6% |
| All | +495.8% | -41.7% | +537.5% | +511.1% |
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 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