+691.3%
FSLR vs ALK
+296.9%
+394.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +1.6% |
| 7D | +10.7% | +7.1% | +3.6% | +8.4% |
| 30D | +8.9% | -3.0% | +11.9% | +9.6% |
| 3M | -17.3% | -25.6% | +8.3% | -10.3% |
| 6M | -10.8% | +0.5% | -11.3% | -11.8% |
| YTD | -25.1% | -23.1% | -2.0% | -21.4% |
| 1Y | -29.4% | -7.5% | -21.9% | -30.0% |
| 3Y | +28.8% | +15.3% | +13.5% | +13.9% |
| 5Y | +68.3% | -34.8% | +103.1% | +72.8% |
| 10Y | +502.7% | -41.2% | +543.9% | +465.6% |
| All | +691.3% | +296.9% | +394.4% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling