+33.2%
FSLR vs ALLE
+90.7%
-57.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.8% |
| 7D | +10.7% | 0.0% | +10.6% | +10.6% |
| 30D | +8.9% | +20.6% | -11.7% | +0.6% |
| 3M | -17.3% | +11.4% | -28.7% | -21.0% |
| 6M | -10.8% | +42.5% | -53.3% | -23.4% |
| YTD | -25.1% | +18.9% | -43.9% | -31.0% |
| 1Y | -29.4% | +14.2% | -43.6% | -33.7% |
| All | +33.2% | +90.7% | -57.5% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling