+495.8%
FSLR vs ALLE
+222.4%
+273.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.2% |
| 7D | +15.3% | -0.6% | +15.9% | +15.6% |
| 30D | +11.7% | +25.3% | -13.7% | +0.6% |
| 3M | -17.6% | +10.3% | -27.9% | -21.4% |
| 6M | -7.7% | +38.0% | -45.8% | -20.8% |
| YTD | -23.0% | +17.8% | -40.8% | -29.4% |
| 1Y | -26.0% | +13.6% | -39.6% | -31.0% |
| 3Y | +36.9% | +89.2% | -52.3% | -0.7% |
| 5Y | +72.9% | +51.1% | +21.9% | +36.2% |
| All | +495.8% | +222.4% | +273.4% | +234.5% |
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