+225.2%
FSLR vs ALLE
+260.9%
-35.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| 3M | -35.1% | +21.0% | -56.1% | -41.2% |
| 6M | +3.6% | +1.1% | +2.5% | +2.3% |
| YTD | -21.7% | -0.5% | -21.2% | -22.5% |
| 1Y | +1.3% | -7.3% | +8.5% | +3.6% |
| 3Y | +9.7% | +42.3% | -32.6% | -11.0% |
| 5Y | +117.4% | +13.5% | +103.9% | +92.6% |
| 10Y | +435.5% | +144.0% | +291.4% | +184.3% |
| All | +225.2% | +260.9% | -35.7% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling