+9.6%
FSLR vs ALLE
+42.6%
-32.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -13.7% | -6.8% | -6.9% | -10.9% |
| 3M | -35.1% | +21.0% | -56.1% | -40.6% |
| 6M | +3.6% | +1.1% | +2.5% | +3.0% |
| YTD | -21.7% | -0.5% | -21.2% | -22.3% |
| 1Y | +1.3% | -7.3% | +8.5% | +3.7% |
| All | +9.6% | +42.6% | -32.9% | -22.9% |
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