+116.4%
FSLR vs ALLE
+13.7%
+102.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -13.7% | -6.8% | -6.9% | -11.1% |
| 3M | -35.1% | +21.0% | -56.1% | -40.2% |
| 6M | +3.6% | +1.1% | +2.5% | +2.7% |
| YTD | -21.7% | -0.5% | -21.2% | -22.3% |
| 1Y | +1.3% | -7.3% | +8.5% | +3.4% |
| 3Y | +9.7% | +42.3% | -32.6% | -9.1% |
| All | +116.4% | +13.7% | +102.7% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling