+455.6%
FSLR vs ALLE
+212.2%
+243.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -8.4% | -0.8% | -7.6% | -8.2% |
| 30D | -0.9% | +27.4% | -28.3% | -11.4% |
| 3M | -26.1% | +13.8% | -39.9% | -30.5% |
| 6M | -23.6% | +45.5% | -69.1% | -36.0% |
| YTD | -31.8% | +21.4% | -53.2% | -38.4% |
| 1Y | -32.6% | +15.4% | -47.9% | -37.6% |
| 3Y | +33.0% | +91.7% | -58.7% | -4.2% |
| 5Y | +56.8% | +54.5% | +2.3% | +22.0% |
| 10Y | +455.6% | +210.5% | +245.0% | +204.0% |
| All | +455.6% | +212.2% | +243.4% | +204.0% |
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