+420.9%
FSLR vs ALLE
+208.6%
+212.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.0% |
| 7D | -12.0% | +1.6% | -13.5% | -12.7% |
| 30D | -7.7% | +24.1% | -31.8% | -16.5% |
| 3M | -24.0% | +14.8% | -38.9% | -28.9% |
| 6M | -24.4% | +45.9% | -70.3% | -36.7% |
| YTD | -34.0% | +20.7% | -54.8% | -40.2% |
| 1Y | -35.6% | +14.2% | -49.8% | -40.1% |
| 3Y | +28.7% | +90.7% | -62.0% | -7.2% |
| 5Y | +55.3% | +50.6% | +4.8% | +22.3% |
| All | +420.9% | +208.6% | +212.3% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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