+496.9%
FSLR vs ALLE
+233.6%
+263.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -5.9% |
| 7D | +5.3% | -0.6% | +5.9% | +5.4% |
| 30D | +7.8% | +26.6% | -18.9% | -3.4% |
| 3M | -23.4% | +13.2% | -36.5% | -27.7% |
| 6M | -12.9% | +42.9% | -55.8% | -26.4% |
| YTD | -26.7% | +21.0% | -47.7% | -33.6% |
| 1Y | -28.4% | +15.2% | -43.6% | -33.7% |
| 3Y | +44.6% | +95.6% | -51.0% | +3.2% |
| 5Y | +67.9% | +53.4% | +14.5% | +31.2% |
| 10Y | +496.9% | +221.5% | +275.4% | +225.7% |
| All | +496.9% | +233.6% | +263.3% | +225.7% |
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